+246.5%
DIA vs ICE
+218.8%
+27.7%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | 0.0% | -0.4% |
| 7D | -1.2% | -0.9% | -0.4% | -0.9% |
| 30D | -2.7% | +4.0% | -6.6% | -4.5% |
| 3M | +3.3% | +11.0% | -7.7% | -2.2% |
| 6M | +10.4% | -5.0% | +15.4% | +12.3% |
| YTD | +10.0% | -2.7% | +12.7% | +9.8% |
| 1Y | +16.2% | -8.6% | +24.8% | +19.5% |
| 3Y | +58.7% | +41.4% | +17.4% | +28.5% |
| 5Y | +63.6% | +39.9% | +23.7% | +30.4% |
| All | +246.5% | +218.8% | +27.7% | +95.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling