-99.9%
DFNS vs ICE
+40.8%
-140.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.8% | -3.8% | -5.2% |
| 7D | +4.6% | -0.9% | +5.5% | +3.8% |
| 30D | -73.9% | +4.0% | -77.8% | -72.9% |
| 3M | -71.7% | +11.0% | -82.7% | -68.7% |
| 6M | -94.6% | -5.0% | -89.6% | -95.6% |
| YTD | -98.1% | -2.7% | -95.4% | -98.4% |
| 1Y | -98.3% | -8.6% | -89.7% | -98.8% |
| All | -99.9% | +40.8% | -140.7% | -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 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