+210.5%
ICE vs MAR
+441.6%
-231.1%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.7% | +0.3% | -0.3% |
| 7D | -5.3% | -2.1% | -3.3% | -4.9% |
| 30D | +3.0% | -5.7% | +8.7% | +4.3% |
| 3M | +11.4% | -14.6% | +26.1% | +15.3% |
| 6M | -2.0% | +1.3% | -3.4% | -2.7% |
| YTD | -3.1% | +6.7% | -9.8% | -5.2% |
| 1Y | -8.4% | +26.4% | -34.8% | -13.9% |
| 3Y | +40.7% | +64.7% | -24.0% | +23.2% |
| 5Y | +40.0% | +153.1% | -113.1% | +9.7% |
| All | +210.5% | +441.6% | -231.1% | +82.8% |
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