+34.2%
DIS vs ICE
+261.5%
-227.3%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.0% | +0.6% | +0.1% |
| 7D | +5.2% | +2.0% | +3.2% | +4.2% |
| 30D | +11.5% | +12.9% | -1.4% | +4.7% |
| 3M | +11.5% | +15.4% | -3.9% | +3.4% |
| 6M | +8.9% | +13.1% | -4.2% | +1.6% |
| YTD | +3.4% | +7.5% | -4.1% | -1.8% |
| 1Y | +7.2% | +18.3% | -11.1% | -3.3% |
| 3Y | +43.3% | +65.9% | -22.6% | +6.3% |
| 5Y | -31.4% | +35.2% | -66.6% | -44.2% |
| All | +34.2% | +261.5% | -227.3% | -23.5% |
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