-5.9%
DASH vs ICE
+73.4%
-79.4%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.3% | -2.8% | -2.5% |
| 7D | -2.8% | +3.2% | -5.9% | -4.9% |
| 30D | -9.3% | +12.9% | -22.2% | -17.1% |
| 3M | -15.1% | +17.5% | -32.6% | -24.8% |
| 6M | +8.7% | +14.0% | -5.2% | -1.8% |
| YTD | -21.3% | +10.0% | -31.3% | -27.6% |
| 1Y | -12.7% | +19.5% | -32.2% | -25.1% |
| 3Y | +103.8% | +66.8% | +37.0% | +24.0% |
| 5Y | -16.8% | +40.3% | -57.1% | -46.1% |
| All | -5.9% | +73.4% | -79.4% | -44.5% |
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