+19.5%
ICE vs DAR
+57.1%
-37.5%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.8% | +3.2% | +1.4% |
| 7D | +3.2% | -3.8% | +7.0% | +3.2% |
| 30D | +12.9% | -14.4% | +27.3% | +13.1% |
| 3M | +17.5% | -17.9% | +35.5% | +17.5% |
| 6M | +14.0% | -18.3% | +32.3% | +13.5% |
| YTD | +10.0% | +43.2% | -33.2% | +4.1% |
| 1Y | +19.5% | +57.7% | -38.2% | +10.4% |
| All | +19.5% | +57.1% | -37.5% | +10.4% |
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