+40.9%
ICE vs MOD
+1,086.9%
-1,046.0%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +27.9% | -27.5% | -0.8% |
| 7D | +3.6% | +40.4% | -36.8% | +1.9% |
| 30D | +15.1% | -14.0% | +29.1% | +15.5% |
| 3M | +15.4% | -33.3% | +48.7% | +17.2% |
| 6M | +16.1% | -51.4% | +67.5% | +19.5% |
| YTD | +11.4% | +1.6% | +9.7% | +7.6% |
| 1Y | +18.5% | +5.4% | +13.1% | +13.8% |
| 3Y | +70.5% | +191.0% | -120.5% | +39.0% |
| All | +40.9% | +1,086.9% | -1,046.0% | -7.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling