+264.9%
ICE vs MAR
+529.3%
-264.4%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.7% | +0.4% |
| 7D | +3.6% | +1.6% | +2.0% | +3.3% |
| 30D | +15.1% | +13.8% | +1.3% | +11.8% |
| 3M | +15.4% | +20.3% | -4.9% | +10.7% |
| 6M | +16.1% | +21.3% | -5.2% | +11.0% |
| YTD | +11.4% | +37.2% | -25.9% | +3.1% |
| 1Y | +18.5% | +48.4% | -30.0% | +7.6% |
| 3Y | +70.5% | +120.1% | -49.6% | +40.0% |
| 5Y | +40.9% | +182.1% | -141.1% | +7.8% |
| All | +264.9% | +529.3% | -264.4% | +114.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MAR.
Daily Out/Under-Performance
Portfolio return minus MAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAR 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 MAR 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