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Financial Instruments Energy Narrative (Details) (USD $)
In Millions, unless otherwise specified
 3 Months Ended
Mar. 31, 2015
Mar. 31, 2014
Dec. 31, 2014
Jul. 02, 2012
Jun. 30, 2011
Interest rate swap contracts          
Derivatives, Fair Value [Line Items]          
Notional value of interest rate swap agreements $ 16,000invest_DerivativeNotionalAmount
/ us-gaap_DerivativeInstrumentRiskAxis
= us-gaap_InterestRateSwapMember		   $ 16,000invest_DerivativeNotionalAmount
/ us-gaap_DerivativeInstrumentRiskAxis
= us-gaap_InterestRateSwapMember		    
Notional Exposure of Derivatives, Short Position, less than three months 74iep_NotionalExposureofDerivativesShortPositionlessthanthreemonths
/ us-gaap_DerivativeInstrumentRiskAxis
= us-gaap_InterestRateSwapMember		   74iep_NotionalExposureofDerivativesShortPositionlessthanthreemonths
/ us-gaap_DerivativeInstrumentRiskAxis
= us-gaap_InterestRateSwapMember		    
Short Notional Exposure 137iep_NotionalExposureOfDerivativesShortPosition
/ us-gaap_DerivativeInstrumentRiskAxis
= us-gaap_InterestRateSwapMember		 [1]   137iep_NotionalExposureOfDerivativesShortPosition
/ us-gaap_DerivativeInstrumentRiskAxis
= us-gaap_InterestRateSwapMember		 [1]    
Commodity contracts          
Derivatives, Fair Value [Line Items]          
Short Notional Exposure 749iep_NotionalExposureOfDerivativesShortPosition
/ us-gaap_DerivativeInstrumentRiskAxis
= us-gaap_CommodityContractMember		   234iep_NotionalExposureOfDerivativesShortPosition
/ us-gaap_DerivativeInstrumentRiskAxis
= us-gaap_CommodityContractMember		    
Swap [Member] | Energy Segment [Member] | Commodity contracts | Not Designated as Hedging Instrument [Member]          
Derivatives, Fair Value [Line Items]          
Barrels of crack spreads hedging margin on future gasoline and distillate production 15,000,000invest_DerivativeNonmonetaryNotionalAmount
/ us-gaap_DerivativeByNatureAxis
= us-gaap_SwapMember
/ us-gaap_DerivativeInstrumentRiskAxis
= us-gaap_CommodityContractMember
/ us-gaap_HedgingDesignationAxis
= us-gaap_NondesignatedMember
/ us-gaap_StatementBusinessSegmentsAxis
= iep_EnergySegmentMember		   9,100,000invest_DerivativeNonmonetaryNotionalAmount
/ us-gaap_DerivativeByNatureAxis
= us-gaap_SwapMember
/ us-gaap_DerivativeInstrumentRiskAxis
= us-gaap_CommodityContractMember
/ us-gaap_HedgingDesignationAxis
= us-gaap_NondesignatedMember
/ us-gaap_StatementBusinessSegmentsAxis
= iep_EnergySegmentMember		    
Swap [Member] | Energy Segment [Member] | Commodity contracts | Not Designated as Hedging Instrument [Member] | Accrued expenses and other liabilities [Member]          
Derivatives, Fair Value [Line Items]          
Derivative Asset, Fair Value, Amount Not Offset Against Collateral 2us-gaap_DerivativeFairValueOfDerivativeAssetAmountNotOffsetAgainstCollateral
/ us-gaap_BalanceSheetLocationAxis
= iep_AccruedExpensesAndOtherLiabilitiesMember
/ us-gaap_DerivativeByNatureAxis
= us-gaap_SwapMember
/ us-gaap_DerivativeInstrumentRiskAxis
= us-gaap_CommodityContractMember
/ us-gaap_HedgingDesignationAxis
= us-gaap_NondesignatedMember
/ us-gaap_StatementBusinessSegmentsAxis
= iep_EnergySegmentMember		   47us-gaap_DerivativeFairValueOfDerivativeAssetAmountNotOffsetAgainstCollateral
/ us-gaap_BalanceSheetLocationAxis
= iep_AccruedExpensesAndOtherLiabilitiesMember
/ us-gaap_DerivativeByNatureAxis
= us-gaap_SwapMember
/ us-gaap_DerivativeInstrumentRiskAxis
= us-gaap_CommodityContractMember
/ us-gaap_HedgingDesignationAxis
= us-gaap_NondesignatedMember
/ us-gaap_StatementBusinessSegmentsAxis
= iep_EnergySegmentMember		    
Other income (loss), net [Member] | Swap [Member] | Energy Segment [Member] | Commodity contracts | Not Designated as Hedging Instrument [Member]          
Derivatives, Fair Value [Line Items]          
Realized loss on commodity derivatives 50us-gaap_GainLossOnSaleOfCommodityContracts
/ us-gaap_DerivativeByNatureAxis
= us-gaap_SwapMember
/ us-gaap_DerivativeInstrumentRiskAxis
= us-gaap_CommodityContractMember
/ us-gaap_HedgingDesignationAxis
= us-gaap_NondesignatedMember
/ us-gaap_IncomeStatementLocationAxis
= iep_OtherIncomeLossNotSpecifiedMember
/ us-gaap_StatementBusinessSegmentsAxis
= iep_EnergySegmentMember		 110us-gaap_GainLossOnSaleOfCommodityContracts
/ us-gaap_DerivativeByNatureAxis
= us-gaap_SwapMember
/ us-gaap_DerivativeInstrumentRiskAxis
= us-gaap_CommodityContractMember
/ us-gaap_HedgingDesignationAxis
= us-gaap_NondesignatedMember
/ us-gaap_IncomeStatementLocationAxis
= iep_OtherIncomeLossNotSpecifiedMember
/ us-gaap_StatementBusinessSegmentsAxis
= iep_EnergySegmentMember		      
Cash Flow Hedging [Member] | Energy Segment [Member] | Interest rate swap contracts | Designated as Hedging Instrument [Member]          
Derivatives, Fair Value [Line Items]          
Notional value of interest rate swap agreements 63invest_DerivativeNotionalAmount
/ us-gaap_DerivativeInstrumentRiskAxis
= us-gaap_InterestRateSwapMember
/ us-gaap_DerivativeInstrumentsGainLossByHedgingRelationshipAxis
= us-gaap_CashFlowHedgingMember
/ us-gaap_HedgingDesignationAxis
= us-gaap_DesignatedAsHedgingInstrumentMember
/ us-gaap_StatementBusinessSegmentsAxis
= iep_EnergySegmentMember		        
Lower fixed interest rate paid on interest rate swaps       1.975%us-gaap_DerivativeFixedInterestRate
/ us-gaap_DerivativeInstrumentRiskAxis
= us-gaap_InterestRateSwapMember
/ us-gaap_DerivativeInstrumentsGainLossByHedgingRelationshipAxis
= us-gaap_CashFlowHedgingMember
/ us-gaap_HedgingDesignationAxis
= us-gaap_DesignatedAsHedgingInstrumentMember
/ us-gaap_StatementBusinessSegmentsAxis
= iep_EnergySegmentMember		 1.94%us-gaap_DerivativeFixedInterestRate
/ us-gaap_DerivativeInstrumentRiskAxis
= us-gaap_InterestRateSwapMember
/ us-gaap_DerivativeInstrumentsGainLossByHedgingRelationshipAxis
= us-gaap_CashFlowHedgingMember
/ us-gaap_HedgingDesignationAxis
= us-gaap_DesignatedAsHedgingInstrumentMember
/ us-gaap_StatementBusinessSegmentsAxis
= iep_EnergySegmentMember
Frequency of interest rate swap settlements 90 days        
Average fixed interest rate paid on interest rate swaps 1.96%us-gaap_DerivativeAverageFixedInterestRate
/ us-gaap_DerivativeInstrumentRiskAxis
= us-gaap_InterestRateSwapMember
/ us-gaap_DerivativeInstrumentsGainLossByHedgingRelationshipAxis
= us-gaap_CashFlowHedgingMember
/ us-gaap_HedgingDesignationAxis
= us-gaap_DesignatedAsHedgingInstrumentMember
/ us-gaap_StatementBusinessSegmentsAxis
= iep_EnergySegmentMember		        
Realized loss on interest rate swaps reclassified from AOCI into interest expense 1us-gaap_DerivativeGainLossOnDerivativeNet
/ us-gaap_DerivativeInstrumentRiskAxis
= us-gaap_InterestRateSwapMember
/ us-gaap_DerivativeInstrumentsGainLossByHedgingRelationshipAxis
= us-gaap_CashFlowHedgingMember
/ us-gaap_HedgingDesignationAxis
= us-gaap_DesignatedAsHedgingInstrumentMember
/ us-gaap_StatementBusinessSegmentsAxis
= iep_EnergySegmentMember		 (1)us-gaap_DerivativeGainLossOnDerivativeNet
/ us-gaap_DerivativeInstrumentRiskAxis
= us-gaap_InterestRateSwapMember
/ us-gaap_DerivativeInstrumentsGainLossByHedgingRelationshipAxis
= us-gaap_CashFlowHedgingMember
/ us-gaap_HedgingDesignationAxis
= us-gaap_DesignatedAsHedgingInstrumentMember
/ us-gaap_StatementBusinessSegmentsAxis
= iep_EnergySegmentMember		      
Debt Facility [Member] | Term Loan [Member] | Energy Segment [Member]          
Derivatives, Fair Value [Line Items]          
Balance of debt partially hedged $ 125us-gaap_DerivativeAmountOfHedgedItem
/ us-gaap_CreditFacilityAxis
= iep_TermLoanMember
/ us-gaap_LongtermDebtTypeAxis
= iep_DebtFacilityMember
/ us-gaap_StatementBusinessSegmentsAxis
= iep_EnergySegmentMember		        
Effective interest rate on debt hedged 4.60%us-gaap_DebtInstrumentInterestRateEffectivePercentage
/ us-gaap_CreditFacilityAxis
= iep_TermLoanMember
/ us-gaap_LongtermDebtTypeAxis
= iep_DebtFacilityMember
/ us-gaap_StatementBusinessSegmentsAxis
= iep_EnergySegmentMember		        
[1] The short notional amount on certain of our interest rate contracts with a three month duration is approximately $16.0 billion as of both March 31, 2015 and December 31, 2014. We assume that interest rates will not fall below zero and therefore our downside short notional exposure to loss on these contracts is $74 million (of the total $137 million disclosed in the above table) as of both March 31, 2015 and December 31, 2014.