+3,047.2%
DELL vs ICE
+265.1%
+2,782.1%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | +0.4% | -7.5% | -7.3% |
| 7D | +4.9% | +3.6% | +1.2% | +3.4% |
| 30D | -32.1% | +15.1% | -47.2% | -36.8% |
| 3M | -30.2% | +15.4% | -45.6% | -35.3% |
| 6M | +41.7% | +16.1% | +25.6% | +30.0% |
| YTD | +176.6% | +11.4% | +165.2% | +157.3% |
| 1Y | +159.9% | +18.5% | +141.5% | +133.9% |
| 3Y | +388.0% | +70.5% | +317.4% | +256.2% |
| 5Y | +578.2% | +40.9% | +537.3% | +437.4% |
| 10Y | +2,653.4% | +260.6% | +2,392.8% | +1,361.9% |
| All | +3,047.2% | +265.1% | +2,782.1% | +1,533.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling