+59.1%
DIA vs ICE
+43.9%
+15.1%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.4% | -1.9% | -0.3% |
| 7D | -1.6% | +3.2% | -4.9% | -2.7% |
| 30D | +1.3% | +14.7% | -13.4% | -3.5% |
| 3M | -2.1% | +19.8% | -21.9% | -8.2% |
| 6M | +6.2% | +15.2% | -9.0% | +0.9% |
| YTD | +10.3% | +12.7% | -2.3% | +4.9% |
| 1Y | +11.0% | +20.4% | -9.4% | +2.5% |
| 3Y | +60.4% | +70.8% | -10.4% | +25.7% |
| 5Y | +59.1% | +43.9% | +15.1% | +30.1% |
| All | +59.1% | +43.9% | +15.1% | +30.1% |
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