+217.1%
ICE vs D
+35.9%
+181.3%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.6% | -2.7% | -2.4% |
| 7D | -1.2% | +0.8% | -1.9% | -1.4% |
| 30D | +5.0% | -0.7% | +5.7% | +5.2% |
| 3M | +13.9% | +2.1% | +11.8% | +13.0% |
| 6M | -4.4% | +6.8% | -11.2% | -6.9% |
| YTD | -1.9% | +16.5% | -18.5% | -7.6% |
| 1Y | -8.1% | +19.2% | -27.3% | -14.3% |
| 3Y | +42.5% | +61.9% | -19.4% | +16.7% |
| 5Y | +40.6% | +6.5% | +34.1% | +34.6% |
| 10Y | +217.1% | +35.3% | +181.9% | +190.0% |
| All | +217.1% | +35.9% | +181.3% | +190.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling