+210.5%
ICE vs IRM
+430.1%
-219.6%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.0% | +1.6% | +0.1% |
| 7D | -5.3% | -1.8% | -3.5% | -4.9% |
| 30D | +3.0% | -7.8% | +10.8% | +5.0% |
| 3M | +11.4% | -7.9% | +19.3% | +13.2% |
| 6M | -2.0% | +6.3% | -8.4% | -4.5% |
| YTD | -3.1% | +38.2% | -41.3% | -12.3% |
| 1Y | -8.4% | +19.8% | -28.2% | -14.2% |
| 3Y | +40.7% | +98.8% | -58.0% | +12.2% |
| 5Y | +40.0% | +191.8% | -151.8% | -0.4% |
| All | +210.5% | +430.1% | -219.6% | +81.9% |
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