+2.4%
ICE vs MULL
+2,620.5%
-2,618.1%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +5.4% | -6.2% | -0.7% |
| 7D | -0.9% | +14.8% | -15.6% | -0.6% |
| 30D | +4.0% | +36.6% | -32.6% | +4.6% |
| 3M | +11.0% | -8.9% | +19.8% | +11.2% |
| 6M | -5.0% | +311.9% | -316.9% | -5.4% |
| YTD | -2.7% | +579.8% | -582.5% | -4.2% |
| 1Y | -8.6% | +2,421.5% | -2,430.2% | -14.0% |
| All | +2.4% | +2,620.5% | -2,618.1% | -8.4% |
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