+490.5%
DDOG vs ICE
+82.6%
+407.9%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.4% | -1.1% | -1.3% |
| 7D | +3.2% | -5.3% | +8.6% | +7.2% |
| 30D | -10.2% | +3.0% | -13.2% | -12.1% |
| 3M | -2.6% | +11.4% | -14.0% | -10.5% |
| 6M | +80.1% | -2.0% | +82.2% | +81.4% |
| YTD | +63.0% | -3.1% | +66.2% | +63.6% |
| 1Y | +59.4% | -8.4% | +67.7% | +65.8% |
| 3Y | +127.0% | +40.7% | +86.3% | +63.2% |
| 5Y | +61.7% | +40.0% | +21.7% | +17.8% |
| All | +490.5% | +82.6% | +407.9% | +244.8% |
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