+2,489.8%
ICE vs MOD
+229.1%
+2,260.7%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +5.7% | -6.7% | -1.9% |
| 7D | +2.0% | -25.5% | +27.6% | +6.2% |
| 30D | +12.9% | -49.0% | +61.9% | +24.3% |
| 3M | +15.4% | -49.8% | +65.2% | +26.8% |
| 6M | +13.1% | -64.8% | +77.9% | +29.3% |
| YTD | +7.5% | -27.6% | +35.1% | +6.8% |
| 1Y | +18.3% | -35.2% | +53.5% | +18.9% |
| 3Y | +65.9% | +137.1% | -71.2% | +21.0% |
| 5Y | +35.2% | +760.3% | -725.1% | -27.3% |
| 10Y | +266.7% | +938.8% | -672.1% | +56.2% |
| All | +2,489.8% | +229.1% | +2,260.7% | +1,158.8% |
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