+2,316.3%
ICE vs DAR
+1,762.6%
+553.7%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.9% | -1.2% | -1.8% |
| 7D | -0.7% | +1.4% | -2.0% | -1.1% |
| 30D | +7.6% | +12.8% | -5.2% | +3.7% |
| 3M | +13.9% | +7.4% | +6.6% | +11.1% |
| 6M | -2.4% | +22.3% | -24.6% | -8.6% |
| YTD | +0.3% | +81.1% | -80.8% | -16.2% |
| 1Y | -6.4% | +106.5% | -112.9% | -25.3% |
| 3Y | +43.1% | +5.3% | +37.8% | +31.9% |
| 5Y | +42.1% | -11.5% | +53.7% | +32.0% |
| 10Y | +220.9% | +353.3% | -132.4% | +58.5% |
| All | +2,316.3% | +1,762.6% | +553.7% | +603.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling