+2,614.9%
ICE vs DAR
+1,448.0%
+1,166.9%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +5.1% | -2.7% | +1.0% |
| 7D | +3.2% | +3.6% | -0.4% | +2.2% |
| 30D | +14.7% | -11.3% | +26.0% | +18.2% |
| 3M | +19.8% | -13.1% | +32.9% | +23.7% |
| 6M | +15.2% | -15.1% | +30.3% | +19.2% |
| YTD | +12.7% | +50.5% | -37.8% | -1.4% |
| 1Y | +20.4% | +57.9% | -37.5% | +3.8% |
| 3Y | +70.8% | +28.9% | +41.8% | +47.3% |
| 5Y | +43.9% | -31.4% | +75.4% | +43.7% |
| 10Y | +264.8% | +301.0% | -36.3% | +85.3% |
| All | +2,614.9% | +1,448.0% | +1,166.9% | +727.8% |
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