+105.0%
DAL vs ICE
+258.3%
-153.3%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -1.5% | -3.7% | -4.4% |
| 7D | +1.4% | +2.2% | -0.8% | +0.2% |
| 30D | +9.1% | +13.7% | -4.6% | +1.8% |
| 3M | -3.5% | +17.9% | -21.4% | -12.0% |
| 6M | +23.4% | +15.0% | +8.4% | +13.5% |
| YTD | +26.0% | +10.9% | +15.1% | +17.1% |
| 1Y | +44.6% | +17.0% | +27.6% | +30.2% |
| 3Y | +162.7% | +68.2% | +94.5% | +86.9% |
| 5Y | +113.0% | +40.4% | +72.6% | +66.4% |
| All | +105.0% | +258.3% | -153.3% | -9.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ICE.
Daily Out/Under-Performance
Portfolio return minus ICE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ICE 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 ICE 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