+45.0%
ICE vs D
+5.6%
+39.4%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.4% | -1.6% | -1.9% |
| 7D | -0.7% | +1.5% | -2.1% | -1.0% |
| 30D | +7.6% | -2.6% | +10.2% | +8.4% |
| 3M | +13.9% | 0.0% | +13.9% | +13.9% |
| 6M | -2.4% | +7.4% | -9.7% | -4.5% |
| YTD | +0.3% | +15.9% | -15.6% | -4.3% |
| 1Y | -6.4% | +18.1% | -24.5% | -11.4% |
| 3Y | +43.1% | +58.4% | -15.3% | +22.5% |
| All | +45.0% | +5.6% | +39.4% | +46.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling