+16.8%
ICE vs MULL
+1,303.2%
-1,286.4%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.3% | +1.8% | -1.6% |
| 7D | +2.2% | +43.3% | -41.1% | +3.1% |
| 30D | +13.7% | -37.4% | +51.2% | +13.0% |
| 3M | +17.9% | -36.8% | +54.8% | +17.3% |
| 6M | +15.0% | -36.9% | +51.8% | +14.1% |
| YTD | +10.9% | +250.7% | -239.7% | +8.2% |
| 1Y | +17.0% | +337.6% | -320.6% | +13.4% |
| All | +16.8% | +1,303.2% | -1,286.4% | +3.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MULL.
Daily Out/Under-Performance
Portfolio return minus MULL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MULL 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 5y: compounded portfolio wealth divided by compounded MULL 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…
5y analysis · Full analysis span regression · 6 months rolling