-21.6%
DASH vs ICE
+43.9%
-65.6%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.4% | -2.4% | -1.9% |
| 7D | -10.2% | +3.2% | -13.5% | -12.5% |
| 30D | -8.2% | +14.7% | -22.9% | -17.7% |
| 3M | -15.9% | +19.8% | -35.7% | -27.3% |
| 6M | +13.3% | +15.2% | -1.9% | +0.9% |
| YTD | -21.3% | +12.7% | -33.9% | -29.4% |
| 1Y | -11.1% | +20.4% | -31.5% | -25.0% |
| 3Y | +103.8% | +70.8% | +33.0% | +13.7% |
| 5Y | -21.6% | +43.9% | -65.6% | -52.6% |
| All | -21.6% | +43.9% | -65.6% | -52.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling