+40.6%
ICE vs IRM
+192.5%
-151.9%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.7% | -1.5% | -2.0% |
| 7D | -1.2% | +1.6% | -2.8% | -1.6% |
| 30D | +5.0% | -4.2% | +9.1% | +6.0% |
| 3M | +13.9% | -5.4% | +19.2% | +14.9% |
| 6M | -4.4% | +12.0% | -16.4% | -8.4% |
| YTD | -1.9% | +42.0% | -44.0% | -12.8% |
| 1Y | -8.1% | +29.9% | -38.0% | -16.6% |
| 3Y | +42.5% | +104.4% | -61.9% | +6.6% |
| 5Y | +40.6% | +191.0% | -150.4% | -5.5% |
| All | +40.6% | +192.5% | -151.9% | -5.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling