+75.9%
ICE vs MAGS
+184.9%
-109.0%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.3% | +0.7% | +0.4% |
| 7D | +3.6% | +1.7% | +1.9% | +3.4% |
| 30D | +15.1% | -5.8% | +20.9% | +16.0% |
| 3M | +15.4% | +0.2% | +15.1% | +15.1% |
| 6M | +16.1% | -2.7% | +18.8% | +16.3% |
| YTD | +11.4% | +4.1% | +7.3% | +10.1% |
| 1Y | +18.5% | +7.5% | +10.9% | +16.5% |
| 3Y | +70.5% | +122.0% | -51.5% | +41.1% |
| All | +75.9% | +184.9% | -109.0% | +33.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MAGS.
Daily Out/Under-Performance
Portfolio return minus MAGS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAGS 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 MAGS 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