+124.7%
DAL vs ICE
+241.0%
-116.3%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +1.0% | +4.3% | +4.7% |
| 7D | +10.0% | +1.0% | +9.0% | +9.5% |
| 30D | +12.0% | +11.4% | +0.6% | +5.7% |
| 3M | +0.8% | +16.2% | -15.4% | -7.3% |
| 6M | +26.2% | +12.5% | +13.7% | +17.4% |
| YTD | +33.7% | +8.6% | +25.1% | +25.6% |
| 1Y | +57.6% | +18.4% | +39.2% | +40.8% |
| 3Y | +183.5% | +66.4% | +117.0% | +102.9% |
| 5Y | +114.2% | +37.2% | +77.0% | +69.5% |
| All | +124.7% | +241.0% | -116.3% | +4.2% |
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