+64.1%
DIA vs ICE
+42.0%
+22.2%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.2% | +1.0% | -0.4% |
| 7D | +0.1% | -1.2% | +1.2% | +0.4% |
| 30D | -2.1% | +5.0% | -7.0% | -3.8% |
| 3M | +4.2% | +13.9% | -9.7% | -0.9% |
| 6M | +11.9% | -4.4% | +16.3% | +13.4% |
| YTD | +10.8% | -1.9% | +12.7% | +10.6% |
| 1Y | +17.5% | -8.1% | +25.6% | +20.4% |
| 3Y | +59.9% | +42.5% | +17.4% | +34.4% |
| 5Y | +64.1% | +40.6% | +23.5% | +34.0% |
| All | +64.1% | +42.0% | +22.2% | +34.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling