+104.3%
DAL vs ICE
+259.6%
-155.3%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.4% | -0.7% | -0.5% |
| 7D | -1.1% | +3.6% | -4.7% | -2.9% |
| 30D | +12.8% | +15.1% | -2.2% | +4.6% |
| 3M | -5.3% | +15.4% | -20.6% | -12.6% |
| 6M | +22.4% | +16.1% | +6.2% | +11.9% |
| YTD | +25.6% | +11.4% | +14.3% | +16.4% |
| 1Y | +45.5% | +18.5% | +27.0% | +30.1% |
| 3Y | +161.0% | +70.5% | +90.4% | +84.2% |
| 5Y | +112.2% | +40.9% | +71.3% | +65.5% |
| All | +104.3% | +259.6% | -155.3% | -9.8% |
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