-4.5%
DASH vs ICE
+71.1%
-75.7%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.0% | -0.3% | 0.0% |
| 7D | -4.8% | +1.0% | -5.8% | -5.4% |
| 30D | -7.9% | +11.4% | -19.3% | -15.0% |
| 3M | -16.3% | +16.2% | -32.5% | -25.2% |
| 6M | +10.4% | +12.5% | -2.1% | +0.7% |
| YTD | -20.1% | +8.6% | -28.7% | -25.7% |
| 1Y | -11.4% | +18.4% | -29.8% | -23.5% |
| 3Y | +114.1% | +66.4% | +47.7% | +30.2% |
| 5Y | -5.8% | +37.2% | -43.0% | -38.1% |
| All | -4.5% | +71.1% | -75.7% | -43.1% |
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