+259.6%
ICE vs MOD
+911.6%
-652.0%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +5.7% | -6.7% | -1.4% |
| 7D | +2.0% | -25.5% | +27.6% | +3.8% |
| 30D | +12.9% | -49.0% | +61.9% | +17.8% |
| 3M | +15.4% | -49.8% | +65.2% | +20.3% |
| 6M | +13.1% | -64.8% | +77.9% | +20.1% |
| YTD | +7.5% | -27.6% | +35.1% | +6.5% |
| 1Y | +18.3% | -35.2% | +53.5% | +18.0% |
| 3Y | +65.9% | +137.1% | -71.2% | +39.8% |
| 5Y | +35.2% | +760.3% | -725.1% | -2.7% |
| All | +259.6% | +911.6% | -652.0% | +136.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MOD.
Daily Out/Under-Performance
Portfolio return minus MOD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOD 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 10y: compounded portfolio wealth divided by compounded MOD 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…
10y analysis · Full analysis span regression · 6 months rolling