-99.7%
DFNS vs ICE
+18.6%
-118.4%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.0% | -4.0% | -4.3% |
| 7D | -42.8% | +1.0% | -43.8% | -43.8% |
| 30D | -67.6% | +11.4% | -79.0% | -72.9% |
| 3M | -94.9% | +16.2% | -111.0% | -96.2% |
| 6M | -96.7% | +12.5% | -109.2% | -97.0% |
| YTD | -99.6% | +8.6% | -108.2% | -99.6% |
| All | -99.7% | +18.6% | -118.4% | -99.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling