+2,583.6%
ICE vs MET
+308.4%
+2,275.2%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.8% | -0.4% | 0.0% |
| 7D | +3.6% | +4.5% | -0.8% | +1.7% |
| 30D | +15.1% | +3.5% | +11.5% | +13.3% |
| 3M | +15.4% | +5.9% | +9.4% | +12.4% |
| 6M | +16.1% | +33.1% | -16.9% | +2.4% |
| YTD | +11.4% | +33.6% | -22.2% | -2.5% |
| 1Y | +18.5% | +32.7% | -14.2% | +4.0% |
| 3Y | +70.5% | +85.0% | -14.5% | +26.5% |
| 5Y | +40.9% | +85.6% | -44.7% | +2.0% |
| 10Y | +260.6% | +198.8% | +61.7% | +90.3% |
| All | +2,583.6% | +308.4% | +2,275.2% | +813.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MET.
Daily Out/Under-Performance
Portfolio return minus MET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MET 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 MET 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