+19.5%
ICE vs MOD
-35.8%
+55.4%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.9% | +4.2% | +1.2% |
| 7D | +3.2% | -17.8% | +21.0% | +2.4% |
| 30D | +12.9% | -43.2% | +56.1% | +10.9% |
| 3M | +17.5% | -46.0% | +63.6% | +15.3% |
| 6M | +14.0% | -62.2% | +76.2% | +11.1% |
| YTD | +10.0% | -22.8% | +32.8% | +3.8% |
| 1Y | +19.5% | -35.5% | +55.0% | +13.5% |
| All | +19.5% | -35.8% | +55.4% | +13.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling