+15.4%
ICE vs IRE
-98.1%
+113.5%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -14.4% | +14.7% | +0.2% |
| 7D | +3.6% | -31.8% | +35.5% | +3.2% |
| 30D | +15.1% | -71.8% | +86.8% | +14.1% |
| 3M | +15.4% | -88.9% | +104.3% | +14.1% |
| 6M | +16.1% | -95.4% | +111.5% | +14.7% |
| YTD | +11.4% | -94.2% | +105.6% | +9.2% |
| 1Y | +18.5% | -97.1% | +115.6% | +16.3% |
| All | +15.4% | -98.1% | +113.5% | +13.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling