+8.3%
DUK vs ICE
+21.0%
-12.7%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +2.3% | +0.1% | +2.2% |
| 7D | +4.9% | +12.2% | -7.3% | +3.5% |
| 30D | +13.8% | +15.0% | -1.1% | +12.3% |
| 3M | +5.2% | +17.6% | -12.4% | +3.6% |
| 6M | +3.5% | +12.6% | -9.1% | +1.2% |
| YTD | +13.5% | +9.1% | +4.3% | +10.0% |
| 1Y | +8.3% | +20.6% | -12.3% | +5.4% |
| All | +8.3% | +21.0% | -12.7% | +5.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling