+217.1%
ICE vs MSCI
+594.9%
-377.8%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.8% | +1.6% | -0.7% |
| 7D | -1.2% | -2.1% | +0.9% | -0.3% |
| 30D | +5.0% | -1.7% | +6.7% | +5.7% |
| 3M | +13.9% | -8.2% | +22.1% | +17.5% |
| 6M | -4.4% | -2.4% | -2.0% | -4.0% |
| YTD | -1.9% | -2.8% | +0.9% | -1.5% |
| 1Y | -8.1% | -2.7% | -5.5% | -8.1% |
| 3Y | +42.5% | +7.3% | +35.2% | +33.3% |
| 5Y | +40.6% | -11.4% | +52.1% | +37.9% |
| 10Y | +217.1% | +605.8% | -388.7% | +37.3% |
| All | +217.1% | +594.9% | -377.8% | +37.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MSCI.
Daily Out/Under-Performance
Portfolio return minus MSCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSCI 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 10y: compounded portfolio wealth divided by compounded MSCI 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…
10y analysis · Full analysis span regression · 6 months rolling