+20.6%
ICE vs MXL
+276.5%
-255.9%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -11.1% | +13.5% | +1.9% |
| 7D | +12.2% | -24.3% | +36.5% | +11.0% |
| 30D | +15.0% | -46.1% | +61.1% | +12.9% |
| 3M | +17.6% | -21.8% | +39.5% | +17.1% |
| 6M | +12.6% | -27.2% | +39.8% | +11.5% |
| YTD | +9.1% | +226.2% | -217.0% | +8.1% |
| 1Y | +20.6% | +297.0% | -276.4% | +18.1% |
| All | +20.6% | +276.5% | -255.9% | +18.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MXL.
Daily Out/Under-Performance
Portfolio return minus MXL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MXL 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 1y: compounded portfolio wealth divided by compounded MXL 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…
1y analysis · Full analysis span regression · 6 months rolling