-8.6%
ICE vs DAR
+116.5%
-125.1%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.6% | -1.4% | -0.8% |
| 7D | -0.9% | -0.2% | -0.7% | -0.8% |
| 30D | +4.0% | +7.4% | -3.5% | +3.4% |
| 3M | +11.0% | +15.7% | -4.7% | +9.5% |
| 6M | -5.0% | +30.0% | -35.0% | -6.5% |
| YTD | -2.7% | +87.5% | -90.2% | -7.3% |
| 1Y | -8.6% | +113.4% | -122.0% | -13.9% |
| All | -8.6% | +116.5% | -125.1% | -13.9% |
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