+40.9%
ICE vs MDY
+34.6%
+6.4%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.1% | +0.5% | +0.4% |
| 7D | +3.6% | +2.3% | +1.4% | +2.5% |
| 30D | +15.1% | +2.0% | +13.1% | +13.8% |
| 3M | +15.4% | -5.6% | +21.0% | +18.6% |
| 6M | +16.1% | +1.3% | +14.8% | +14.8% |
| YTD | +11.4% | +12.3% | -1.0% | +3.8% |
| 1Y | +18.5% | +15.8% | +2.7% | +8.5% |
| 3Y | +70.5% | +56.5% | +14.0% | +27.6% |
| All | +40.9% | +34.6% | +6.4% | +12.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY 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 MDY 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