-41.1%
DIS vs ICE
+42.3%
-83.3%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.0% | +0.3% | -0.7% |
| 7D | -2.6% | -0.7% | -1.9% | -2.3% |
| 30D | +3.5% | +7.6% | -4.1% | -0.3% |
| 3M | +6.8% | +13.9% | -7.1% | -0.3% |
| 6M | +3.0% | -2.4% | +5.3% | +3.6% |
| YTD | -6.7% | +0.3% | -7.0% | -8.1% |
| 1Y | -10.1% | -6.4% | -3.7% | -8.0% |
| 3Y | +33.0% | +43.1% | -10.1% | +4.6% |
| All | -41.1% | +42.3% | -83.3% | -56.7% |
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