+40.0%
ICE vs MDY
+43.9%
-4.0%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.9% | +0.5% | 0.0% |
| 7D | -5.3% | -2.5% | -2.8% | -4.1% |
| 30D | +3.0% | -5.0% | +8.1% | +5.7% |
| 3M | +11.4% | +0.5% | +11.0% | +10.9% |
| 6M | -2.0% | +8.0% | -10.1% | -6.5% |
| YTD | -3.1% | +12.2% | -15.3% | -9.5% |
| 1Y | -8.4% | +14.0% | -22.4% | -15.2% |
| 3Y | +40.7% | +48.2% | -7.4% | +9.4% |
| 5Y | +40.0% | +46.1% | -6.1% | +7.6% |
| All | +40.0% | +43.9% | -4.0% | +7.6% |
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