+143.3%
DELL vs ICE
+21.0%
+122.3%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | +2.3% | -11.2% | -8.1% |
| 7D | -24.6% | +12.2% | -36.7% | -22.1% |
| 30D | -32.5% | +15.0% | -47.5% | -30.2% |
| 3M | -20.2% | +17.6% | -37.8% | -17.4% |
| 6M | +76.5% | +12.6% | +63.9% | +88.3% |
| YTD | +198.9% | +9.1% | +189.8% | +222.7% |
| 1Y | +143.3% | +20.6% | +122.7% | +148.0% |
| All | +143.3% | +21.0% | +122.3% | +148.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling