+263.5%
ICE vs IRM
+524.5%
-261.0%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.9% | -3.4% | -2.0% |
| 7D | +2.2% | +8.6% | -6.4% | +0.2% |
| 30D | +13.7% | 0.0% | +13.7% | +13.3% |
| 3M | +17.9% | -7.1% | +25.1% | +19.5% |
| 6M | +15.0% | -7.9% | +22.8% | +16.3% |
| YTD | +10.9% | +41.3% | -30.4% | -0.8% |
| 1Y | +17.0% | +20.7% | -3.7% | +9.1% |
| 3Y | +68.2% | +112.2% | -44.0% | +30.6% |
| 5Y | +40.4% | +191.2% | -150.8% | -1.1% |
| All | +263.5% | +524.5% | -261.0% | +106.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IRM.
Daily Out/Under-Performance
Portfolio return minus IRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRM 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 10y: compounded portfolio wealth divided by compounded IRM 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…
10y analysis · Full analysis span regression · 6 months rolling