+65.9%
ICE vs MOD
+129.2%
-63.3%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +5.7% | -6.7% | -1.0% |
| 7D | +2.0% | -25.5% | +27.6% | +2.3% |
| 30D | +12.9% | -49.0% | +61.9% | +13.9% |
| 3M | +15.4% | -49.8% | +65.2% | +16.4% |
| 6M | +13.1% | -64.8% | +77.9% | +14.8% |
| YTD | +7.5% | -27.6% | +35.1% | +5.1% |
| 1Y | +18.3% | -35.2% | +53.5% | +16.1% |
| 3Y | +65.9% | +137.1% | -71.2% | +37.8% |
| All | +65.9% | +129.2% | -63.3% | +37.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling