+449.8%
ICE vs MSCI
+2,756.4%
-2,306.6%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.3% | -1.7% | -1.9% |
| 7D | -0.7% | +0.4% | -1.1% | -0.8% |
| 30D | +7.6% | +0.6% | +7.1% | +7.3% |
| 3M | +13.9% | -7.1% | +21.0% | +17.6% |
| 6M | -2.4% | +0.8% | -3.2% | -3.4% |
| YTD | +0.3% | +1.0% | -0.7% | -1.2% |
| 1Y | -6.4% | +4.3% | -10.7% | -9.7% |
| 3Y | +43.1% | +9.9% | +33.2% | +30.0% |
| 5Y | +42.1% | -6.8% | +48.9% | +34.3% |
| 10Y | +220.9% | +614.7% | -393.7% | -3.1% |
| All | +449.8% | +2,756.4% | -2,306.6% | -29.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling