+70.5%
ICE vs MSCI
+33.7%
+36.9%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.0% | -0.7% | 0.0% |
| 7D | +3.6% | +2.7% | +0.9% | +2.8% |
| 30D | +15.1% | +17.4% | -2.3% | +9.4% |
| 3M | +15.4% | +14.8% | +0.5% | +10.4% |
| 6M | +16.1% | +16.1% | 0.0% | +10.6% |
| YTD | +11.4% | +16.0% | -4.6% | +5.9% |
| 1Y | +18.5% | +16.4% | +2.0% | +12.6% |
| 3Y | +70.5% | +35.3% | +35.2% | +51.1% |
| All | +70.5% | +33.7% | +36.9% | +51.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling