+2,316.3%
ICE vs MOD
+568.4%
+1,747.9%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +4.3% | -6.3% | -2.7% |
| 7D | -0.7% | +9.6% | -10.2% | -2.2% |
| 30D | +7.6% | 0.0% | +7.6% | +7.4% |
| 3M | +13.9% | -35.4% | +49.3% | +20.7% |
| 6M | -2.4% | -7.3% | +4.9% | -4.1% |
| YTD | +0.3% | +45.8% | -45.5% | -9.7% |
| 1Y | -6.4% | +43.1% | -49.6% | -16.5% |
| 3Y | +43.1% | +297.7% | -254.6% | -2.5% |
| 5Y | +42.1% | +1,478.8% | -1,436.6% | -29.7% |
| 10Y | +220.9% | +1,633.4% | -1,412.5% | +29.1% |
| All | +2,316.3% | +568.4% | +1,747.9% | +962.1% |
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 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