+675.1%
DIA vs ICE
+2,600.8%
-1,925.7%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.4% | -0.2% | 0.0% |
| 7D | +2.1% | +3.6% | -1.5% | +1.2% |
| 30D | +1.5% | +15.1% | -13.6% | -2.4% |
| 3M | -2.4% | +15.4% | -17.8% | -6.3% |
| 6M | +6.0% | +16.1% | -10.2% | +1.3% |
| YTD | +10.1% | +11.4% | -1.3% | +6.0% |
| 1Y | +11.8% | +18.5% | -6.6% | +5.8% |
| 3Y | +59.7% | +70.5% | -10.8% | +36.5% |
| 5Y | +57.9% | +40.9% | +17.0% | +41.0% |
| 10Y | +236.2% | +260.6% | -24.3% | +137.3% |
| All | +675.1% | +2,600.8% | -1,925.7% | +269.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling