+16.7%
ICE vs D
+10.7%
+6.0%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.5% | +2.9% | +2.6% |
| 7D | +3.2% | -2.4% | +5.7% | +4.2% |
| 30D | +14.7% | +9.0% | +5.7% | +11.5% |
| 3M | +19.8% | +1.0% | +18.8% | +18.8% |
| All | +16.7% | +10.7% | +6.0% | +12.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling