+2,614.9%
ICE vs D
+330.5%
+2,284.3%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.5% | +2.9% | +2.7% |
| 7D | +3.2% | -2.4% | +5.7% | +4.7% |
| 30D | +14.7% | +9.0% | +5.7% | +9.1% |
| 3M | +19.8% | +1.0% | +18.8% | +18.9% |
| 6M | +15.2% | +11.0% | +4.2% | +7.7% |
| YTD | +12.7% | +19.8% | -7.1% | -0.1% |
| 1Y | +20.4% | +16.0% | +4.4% | +8.5% |
| 3Y | +70.8% | +74.4% | -3.6% | +15.2% |
| 5Y | +43.9% | +13.5% | +30.4% | +25.0% |
| 10Y | +264.8% | +48.4% | +216.4% | +127.1% |
| All | +2,614.9% | +330.5% | +2,284.3% | +435.6% |
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