+2,573.8%
ICE vs MAR
+1,669.0%
+904.9%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.1% | -0.5% | -1.0% |
| 7D | +2.2% | +1.8% | +0.4% | +1.4% |
| 30D | +13.7% | +14.3% | -0.6% | +7.1% |
| 3M | +17.9% | +20.0% | -2.1% | +8.6% |
| 6M | +15.0% | +21.7% | -6.8% | +4.7% |
| YTD | +10.9% | +37.7% | -26.7% | -5.4% |
| 1Y | +17.0% | +46.8% | -29.8% | -3.2% |
| 3Y | +68.2% | +121.0% | -52.8% | +12.0% |
| 5Y | +40.4% | +183.1% | -142.7% | -20.4% |
| 10Y | +259.3% | +532.4% | -273.2% | +6.1% |
| All | +2,573.8% | +1,669.0% | +904.9% | +171.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling