+2,516.3%
ICE vs DAR
+1,400.9%
+1,115.4%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +4.7% | -3.6% | -0.3% |
| 7D | +1.0% | -2.8% | +3.8% | +1.7% |
| 30D | +11.4% | -12.8% | +24.2% | +15.4% |
| 3M | +16.2% | -11.6% | +27.8% | +19.3% |
| 6M | +12.5% | -16.8% | +29.3% | +17.0% |
| YTD | +8.6% | +45.9% | -37.4% | -4.1% |
| 1Y | +18.4% | +61.5% | -43.1% | +1.3% |
| 3Y | +66.4% | +23.0% | +43.5% | +45.5% |
| 5Y | +37.2% | -35.8% | +73.0% | +39.6% |
| 10Y | +244.8% | +280.4% | -35.5% | +78.0% |
| All | +2,516.3% | +1,400.9% | +1,115.4% | +704.7% |
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