+39.9%
ICE vs MAR
+158.8%
-119.0%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.8% | -1.6% | -1.0% |
| 7D | -0.9% | -0.5% | -0.4% | -0.7% |
| 30D | +4.0% | -4.7% | +8.6% | +5.1% |
| 3M | +11.0% | -15.6% | +26.6% | +15.3% |
| 6M | -5.0% | +1.2% | -6.2% | -5.6% |
| YTD | -2.7% | +7.5% | -10.2% | -5.1% |
| 1Y | -8.6% | +26.6% | -35.2% | -14.7% |
| 3Y | +41.4% | +66.0% | -24.6% | +20.9% |
| 5Y | +39.9% | +154.1% | -114.2% | +5.9% |
| All | +39.9% | +158.8% | -119.0% | +5.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling