+2,515.8%
ICE vs MOD
+211.3%
+2,304.5%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -7.3% | +6.7% | +0.6% |
| 7D | +6.7% | -34.2% | +40.9% | +13.2% |
| 30D | +13.4% | -51.9% | +65.2% | +26.0% |
| 3M | +16.5% | -53.0% | +69.5% | +29.4% |
| 6M | +12.8% | -66.4% | +79.2% | +30.0% |
| YTD | +8.5% | -31.5% | +40.1% | +8.8% |
| 1Y | +20.6% | -39.6% | +60.2% | +22.6% |
| 3Y | +67.4% | +116.8% | -49.4% | +24.0% |
| 5Y | +36.6% | +713.8% | -677.2% | -25.9% |
| 10Y | +270.4% | +882.7% | -612.3% | +59.3% |
| All | +2,515.8% | +211.3% | +2,304.5% | +1,183.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling