+18.6%
DIA vs ICE
-7.2%
+25.8%
-9.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.0% | +1.5% | -0.3% |
| 7D | -0.2% | -0.7% | +0.5% | -0.1% |
| 30D | -1.5% | +7.6% | -9.1% | -2.4% |
| 3M | +3.8% | +13.9% | -10.2% | +2.1% |
| 6M | +10.3% | -2.4% | +12.6% | +10.8% |
| YTD | +12.1% | +0.3% | +11.8% | +11.7% |
| 1Y | +18.6% | -6.4% | +25.1% | +19.7% |
| All | +18.6% | -7.2% | +25.8% | +19.7% |
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