+4,404.4%
DELL vs ICE
+220.6%
+4,183.8%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | +1.0% | +11.0% | +11.5% |
| 7D | +8.2% | -2.4% | +10.6% | +9.5% |
| 30D | +17.1% | +4.0% | +13.1% | +14.8% |
| 3M | +45.2% | +13.7% | +31.5% | +35.0% |
| 6M | +286.8% | +0.9% | +285.8% | +280.3% |
| YTD | +354.8% | -2.1% | +356.9% | +352.4% |
| 1Y | +358.3% | -9.5% | +367.8% | +373.6% |
| 3Y | +724.9% | +42.1% | +682.8% | +560.8% |
| 5Y | +1,193.7% | +41.4% | +1,152.3% | +915.3% |
| All | +4,404.4% | +220.6% | +4,183.8% | +2,412.5% |
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