+40.9%
DUK vs ICE
+40.4%
+0.5%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.0% | -1.0% | -0.2% |
| 7D | -0.7% | -2.4% | +1.7% | -0.1% |
| 30D | -2.4% | +4.0% | -6.5% | -3.5% |
| 3M | -3.0% | +13.7% | -16.7% | -6.4% |
| 6M | -6.6% | +0.9% | -7.5% | -7.1% |
| YTD | +4.6% | -2.1% | +6.7% | +4.2% |
| 1Y | +1.2% | -9.5% | +10.7% | +3.3% |
| 3Y | +45.7% | +42.1% | +3.6% | +28.6% |
| All | +40.9% | +40.4% | +0.5% | +19.2% |
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