+17.0%
ICE vs DAR
+59.8%
-42.8%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.2% | -3.7% | -1.5% |
| 7D | +2.2% | +9.2% | -7.0% | +2.1% |
| 30D | +13.7% | -12.3% | +26.0% | +13.8% |
| 3M | +17.9% | -12.7% | +30.6% | +17.7% |
| 6M | +15.0% | -12.8% | +27.7% | +14.2% |
| YTD | +10.9% | +53.8% | -42.8% | +5.8% |
| 1Y | +17.0% | +60.3% | -43.3% | +10.5% |
| All | +17.0% | +59.8% | -42.8% | +10.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR 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 1y: compounded portfolio wealth divided by compounded DAR 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…
1y analysis · Full analysis span regression · 6 months rolling