+42.4%
ICE vs MAR
+63.5%
-21.0%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.3% | +0.1% | -1.7% |
| 7D | -1.2% | -1.7% | +0.6% | -0.8% |
| 30D | +5.0% | -6.9% | +11.9% | +6.5% |
| 3M | +13.9% | -15.8% | +29.7% | +17.9% |
| 6M | -4.4% | +1.9% | -6.4% | -5.2% |
| YTD | -1.9% | +6.6% | -8.5% | -4.1% |
| 1Y | -8.1% | +23.7% | -31.8% | -13.6% |
| All | +42.4% | +63.5% | -21.0% | +17.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling