+20.4%
ICE vs MOD
-33.2%
+53.6%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +3.5% | -1.1% | +2.6% |
| 7D | +3.2% | +8.2% | -5.0% | +3.6% |
| 30D | +14.7% | -38.2% | +52.9% | +13.0% |
| 3M | +19.8% | -46.2% | +66.0% | +17.6% |
| 6M | +15.2% | -62.5% | +77.8% | +12.8% |
| YTD | +12.7% | -20.1% | +32.8% | +6.1% |
| 1Y | +20.4% | -29.7% | +50.1% | +13.7% |
| All | +20.4% | -33.2% | +53.6% | +13.7% |
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