+41.7%
ICE vs MKSI
+84.1%
-42.4%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.1% | -1.1% | +0.8% |
| 7D | -2.4% | +2.7% | -5.1% | -2.6% |
| 30D | +4.0% | -12.8% | +16.8% | +5.1% |
| 3M | +13.7% | -22.5% | +36.2% | +14.8% |
| 6M | +0.9% | +19.4% | -18.5% | -3.6% |
| YTD | -2.1% | +67.7% | -69.9% | -11.0% |
| 1Y | -9.5% | +131.4% | -140.9% | -21.9% |
| 3Y | +42.1% | +197.3% | -155.2% | +11.3% |
| All | +41.7% | +84.1% | -42.4% | +16.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MKSI.
Daily Out/Under-Performance
Portfolio return minus MKSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKSI 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 MKSI 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