+244.3%
DIA vs ICE
+217.4%
+26.9%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.2% | -0.4% |
| 7D | -3.0% | -5.3% | +2.3% | -0.5% |
| 30D | -3.0% | +3.0% | -6.0% | -4.4% |
| 3M | +4.5% | +11.4% | -6.9% | -1.2% |
| 6M | +9.8% | -2.0% | +11.8% | +10.0% |
| YTD | +9.3% | -3.1% | +12.4% | +9.4% |
| 1Y | +16.0% | -8.4% | +24.3% | +19.1% |
| 3Y | +57.7% | +40.7% | +17.0% | +27.9% |
| 5Y | +63.8% | +40.0% | +23.8% | +30.4% |
| All | +244.3% | +217.4% | +26.9% | +94.7% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling