+2,244.9%
ICE vs MKTX
+1,586.6%
+658.3%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.8% | -0.8% |
| 7D | -0.9% | +0.3% | -1.1% | -0.9% |
| 30D | +4.0% | +1.0% | +3.0% | +3.6% |
| 3M | +11.0% | +40.8% | -29.8% | -3.8% |
| 6M | -5.0% | -10.9% | +5.9% | -2.6% |
| YTD | -2.7% | -8.6% | +5.9% | -1.4% |
| 1Y | -8.6% | -11.6% | +2.9% | -6.5% |
| 3Y | +41.4% | -24.5% | +65.9% | +46.5% |
| 5Y | +39.9% | -60.7% | +100.6% | +78.9% |
| 10Y | +214.9% | +5.1% | +209.8% | +156.4% |
| All | +2,244.9% | +1,586.6% | +658.3% | +339.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 MKTX 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