+122.8%
DAL vs ICE
+261.5%
-138.6%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.0% | +3.1% | +2.7% |
| 7D | +8.8% | +2.0% | +6.8% | +7.8% |
| 30D | +5.4% | +12.9% | -7.5% | -1.3% |
| 3M | -4.9% | +15.4% | -20.4% | -12.3% |
| 6M | +19.8% | +13.1% | +6.8% | +11.1% |
| YTD | +27.0% | +7.5% | +19.5% | +19.9% |
| 1Y | +52.5% | +18.3% | +34.1% | +36.2% |
| 3Y | +173.8% | +65.9% | +107.9% | +96.4% |
| 5Y | +104.5% | +35.2% | +69.3% | +63.3% |
| All | +122.8% | +261.5% | -138.6% | +4.4% |
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