+2,316.3%
ICE vs D
+316.5%
+1,999.7%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-04.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.4% | -1.6% | -1.8% |
| 7D | -0.7% | +1.5% | -2.1% | -1.5% |
| 30D | +7.6% | -2.6% | +10.2% | +9.2% |
| 3M | +13.9% | 0.0% | +13.9% | +13.8% |
| 6M | -2.4% | +7.4% | -9.7% | -7.1% |
| YTD | +0.3% | +15.9% | -15.6% | -9.3% |
| 1Y | -6.4% | +18.1% | -24.5% | -16.6% |
| 3Y | +43.1% | +58.4% | -15.3% | +2.0% |
| 5Y | +42.1% | +5.2% | +36.9% | +29.3% |
| 10Y | +220.9% | +35.9% | +185.1% | +113.1% |
| All | +2,316.3% | +316.5% | +1,999.7% | +386.7% |
Cumulative growth
Daily Returns
Daily percentage return beside D.
Daily Out/Under-Performance
Portfolio return minus D return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × D 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 1990-01-01 to 2026-09-04: compounded portfolio wealth divided by compounded D 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…
1990-01-01 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling