+4,681.2%
DELL vs ICE
+228.7%
+4,452.5%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.0% | +3.5% | +2.4% |
| 7D | +14.9% | -0.7% | +15.5% | +15.2% |
| 30D | +13.3% | +7.6% | +5.7% | +9.3% |
| 3M | +24.4% | +13.9% | +10.5% | +15.6% |
| 6M | +258.0% | -2.4% | +260.4% | +258.5% |
| YTD | +320.2% | +0.3% | +319.9% | +313.2% |
| 1Y | +319.1% | -6.4% | +325.5% | +325.8% |
| 3Y | +706.5% | +43.1% | +663.4% | +545.3% |
| 5Y | +1,071.9% | +42.1% | +1,029.8% | +820.3% |
| 10Y | +4,683.5% | +220.9% | +4,462.5% | +2,472.1% |
| All | +4,681.2% | +228.7% | +4,452.5% | +2,522.9% |
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 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