+41.7%
ICE vs MXL
+40.1%
+1.6%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +7.5% | -6.5% | +0.8% |
| 7D | -2.4% | +18.9% | -21.2% | -2.9% |
| 30D | +4.0% | +0.3% | +3.7% | +3.9% |
| 3M | +13.7% | -8.0% | +21.7% | +12.6% |
| 6M | +0.9% | +341.2% | -340.3% | -10.9% |
| YTD | -2.1% | +327.8% | -330.0% | -13.6% |
| 1Y | -9.5% | +364.9% | -374.4% | -21.0% |
| 3Y | +42.1% | +229.2% | -187.1% | +21.3% |
| All | +41.7% | +40.1% | +1.6% | +33.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling