+12.8%
ICE vs MOD
-65.4%
+78.2%
-21.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -7.3% | +6.7% | -1.3% |
| 7D | +6.7% | -34.2% | +40.9% | +2.7% |
| 30D | +13.4% | -51.9% | +65.2% | +6.8% |
| 3M | +16.5% | -53.0% | +69.5% | +9.6% |
| 6M | +12.8% | -66.4% | +79.2% | +3.1% |
| All | +12.8% | -65.4% | +78.2% | +3.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling