+21.2%
DIS vs ICE
+216.5%
-195.3%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.2% | +1.9% | +0.9% |
| 7D | -1.1% | -1.2% | +0.1% | -0.6% |
| 30D | +0.1% | +5.0% | -4.8% | -2.4% |
| 3M | +7.1% | +13.9% | -6.8% | -0.2% |
| 6M | +4.3% | -4.4% | +8.7% | +5.9% |
| YTD | -6.9% | -1.9% | -5.0% | -7.3% |
| 1Y | -10.3% | -8.1% | -2.2% | -7.6% |
| 3Y | +32.8% | +42.5% | -9.7% | +6.9% |
| 5Y | -41.5% | +40.6% | -82.1% | -53.3% |
| 10Y | +21.2% | +217.1% | -195.9% | -28.8% |
| All | +21.2% | +216.5% | -195.3% | -28.8% |
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 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