+2,551.3%
ICE vs IRM
+960.6%
+1,590.7%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.1% | +1.4% | +1.4% |
| 7D | +3.2% | -5.1% | +8.2% | +5.0% |
| 30D | +12.9% | -3.3% | +16.2% | +13.8% |
| 3M | +17.5% | -8.2% | +25.7% | +20.5% |
| 6M | +14.0% | -12.8% | +26.7% | +18.5% |
| YTD | +10.0% | +36.6% | -26.6% | -6.6% |
| 1Y | +19.5% | +11.9% | +7.6% | +10.0% |
| 3Y | +66.8% | +105.1% | -38.4% | +13.1% |
| 5Y | +40.3% | +182.4% | -142.0% | -19.8% |
| 10Y | +249.7% | +505.1% | -255.4% | +24.0% |
| All | +2,551.3% | +960.6% | +1,590.7% | +400.7% |
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