+264.8%
ICE vs MOD
+915.9%
-651.1%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +3.5% | -1.1% | +2.2% |
| 7D | +3.2% | +8.2% | -5.0% | +2.6% |
| 30D | +14.7% | -38.2% | +52.9% | +18.1% |
| 3M | +19.8% | -46.2% | +66.0% | +24.3% |
| 6M | +15.2% | -62.5% | +77.8% | +22.0% |
| YTD | +12.7% | -20.1% | +32.8% | +10.9% |
| 1Y | +20.4% | -29.7% | +50.1% | +19.4% |
| 3Y | +70.8% | +136.2% | -65.4% | +44.3% |
| 5Y | +43.9% | +820.4% | -776.4% | +3.0% |
| 10Y | +264.8% | +839.8% | -575.1% | +138.1% |
| All | +264.8% | +915.9% | -651.1% | +138.1% |
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