+210.5%
ICE vs MTB
+172.9%
+37.6%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.4% | -0.9% | -0.5% |
| 7D | -5.3% | -0.4% | -4.9% | -5.2% |
| 30D | +3.0% | -4.6% | +7.6% | +4.2% |
| 3M | +11.4% | +7.4% | +4.0% | +9.4% |
| 6M | -2.0% | +18.7% | -20.7% | -6.3% |
| YTD | -3.1% | +21.1% | -24.2% | -7.9% |
| 1Y | -8.4% | +24.1% | -32.4% | -13.5% |
| 3Y | +40.7% | +115.3% | -74.6% | +13.9% |
| 5Y | +40.0% | +106.0% | -66.1% | +11.4% |
| All | +210.5% | +172.9% | +37.6% | +104.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 MTB 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