+391.2%
DDOG vs ICE
+109.1%
+282.1%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.5% | +1.6% | +1.0% |
| 7D | +5.6% | +2.2% | +3.4% | +4.2% |
| 30D | -34.9% | +13.7% | -48.6% | -41.1% |
| 3M | -23.4% | +17.9% | -41.4% | -32.7% |
| 6M | -7.7% | +15.0% | -22.7% | -18.1% |
| YTD | +35.6% | +10.9% | +24.7% | +22.2% |
| 1Y | -3.4% | +17.0% | -20.4% | -16.5% |
| 3Y | +78.0% | +68.2% | +9.8% | +10.8% |
| 5Y | -4.4% | +40.4% | -44.9% | -32.2% |
| All | +391.2% | +109.1% | +282.1% | +157.6% |
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 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