+40.6%
ICE vs DAR
-8.5%
+49.1%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +2.9% | -5.1% | -2.5% |
| 7D | -1.2% | -0.9% | -0.3% | -1.1% |
| 30D | +5.0% | +13.0% | -8.0% | +3.2% |
| 3M | +13.9% | +15.0% | -1.1% | +11.5% |
| 6M | -4.4% | +26.8% | -31.3% | -7.7% |
| YTD | -1.9% | +86.4% | -88.3% | -10.3% |
| 1Y | -8.1% | +115.1% | -123.2% | -17.9% |
| 3Y | +42.5% | +14.6% | +27.9% | +38.5% |
| 5Y | +40.6% | -8.8% | +49.4% | +38.9% |
| All | +40.6% | -8.5% | +49.1% | +38.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling