+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 all.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.4% | -0.6% | -1.2% |
| 7D | -0.7% | +0.4% | -1.1% | -0.9% |
| 30D | +7.6% | -3.6% | +11.2% | +9.9% |
| 3M | +13.9% | -1.0% | +14.9% | +14.5% |
| 6M | -2.4% | +6.3% | -8.6% | -6.5% |
| YTD | +0.3% | +14.7% | -14.4% | -8.7% |
| 1Y | -6.4% | +16.9% | -23.4% | -16.1% |
| 3Y | +43.1% | +56.8% | -13.7% | +2.6% |
| 5Y | +42.1% | +5.2% | +36.9% | +29.2% |
| 10Y | +220.9% | +35.9% | +185.1% | +112.9% |
| All | +2,316.3% | +316.5% | +1,999.7% | +386.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling