+67.6%
ICE vs MOD
+116.8%
-49.3%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -7.3% | +6.7% | -0.5% |
| 7D | +6.7% | -34.2% | +40.9% | +7.1% |
| 30D | +13.4% | -51.9% | +65.2% | +14.5% |
| 3M | +16.5% | -53.0% | +69.5% | +17.6% |
| 6M | +12.8% | -66.4% | +79.2% | +14.6% |
| YTD | +8.5% | -31.5% | +40.1% | +6.2% |
| 1Y | +20.6% | -39.6% | +60.2% | +18.4% |
| All | +67.6% | +116.8% | -49.3% | +39.3% |
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