+2,316.3%
ICE vs IRM
+1,010.2%
+1,306.1%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.6% | -3.7% | -2.7% |
| 7D | -0.7% | -0.5% | -0.2% | -0.5% |
| 30D | +7.6% | -8.1% | +15.7% | +11.1% |
| 3M | +13.9% | -9.7% | +23.6% | +17.9% |
| 6M | -2.4% | +10.0% | -12.3% | -7.7% |
| YTD | +0.3% | +43.0% | -42.7% | -15.8% |
| 1Y | -6.4% | +32.7% | -39.1% | -19.5% |
| 3Y | +43.1% | +102.7% | -59.6% | -1.6% |
| 5Y | +42.1% | +187.6% | -145.5% | -18.9% |
| 10Y | +220.9% | +420.1% | -199.2% | +24.5% |
| All | +2,316.3% | +1,010.2% | +1,306.1% | +351.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling