+263.5%
ICE vs D
+47.7%
+215.8%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.8% | -0.7% | -1.2% |
| 7D | +2.2% | -3.1% | +5.3% | +3.3% |
| 30D | +13.7% | +8.4% | +5.3% | +10.6% |
| 3M | +17.9% | +0.2% | +17.7% | +17.7% |
| 6M | +15.0% | +9.5% | +5.5% | +11.1% |
| YTD | +10.9% | +18.8% | -7.9% | +3.7% |
| 1Y | +17.0% | +14.7% | +2.3% | +10.7% |
| 3Y | +68.2% | +72.9% | -4.8% | +34.4% |
| 5Y | +40.4% | +13.1% | +27.3% | +31.4% |
| All | +263.5% | +47.7% | +215.8% | +242.3% |
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