+20.6%
ICE vs IRE
-97.6%
+118.1%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -23.2% | +25.6% | +2.0% |
| 7D | +12.2% | -46.8% | +59.0% | +11.5% |
| 30D | +15.0% | -75.5% | +90.5% | +14.0% |
| 3M | +17.6% | -79.4% | +97.0% | +16.6% |
| 6M | +12.6% | -91.3% | +103.9% | +11.2% |
| YTD | +9.1% | -90.8% | +99.9% | +7.4% |
| 1Y | +20.6% | -97.7% | +118.3% | +18.4% |
| All | +20.6% | -97.6% | +118.1% | +18.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded IRE wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling