+388.0%
DELL vs ICE
+69.4%
+318.6%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | +0.4% | -7.5% | -7.2% |
| 7D | +4.9% | +3.6% | +1.2% | +4.6% |
| 30D | -32.1% | +15.1% | -47.2% | -33.3% |
| 3M | -30.2% | +15.4% | -45.6% | -31.6% |
| 6M | +41.7% | +16.1% | +25.6% | +39.9% |
| YTD | +176.6% | +11.4% | +165.2% | +176.3% |
| 1Y | +159.9% | +18.5% | +141.5% | +152.1% |
| 3Y | +388.0% | +70.5% | +317.4% | +306.9% |
| All | +388.0% | +69.4% | +318.6% | +306.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling