+678.3%
DELL vs ICE
+40.8%
+637.5%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.8% | +1.1% | +0.4% |
| 7D | +8.7% | -0.9% | +9.6% | +8.9% |
| 30D | +16.9% | +4.0% | +12.9% | +15.7% |
| 3M | +40.4% | +11.0% | +29.5% | +36.5% |
| 6M | +267.1% | -5.0% | +272.0% | +277.8% |
| YTD | +329.1% | -2.7% | +331.8% | +335.7% |
| 1Y | +346.9% | -8.6% | +355.5% | +367.0% |
| All | +678.3% | +40.8% | +637.5% | +589.5% |
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 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