+148.9%
ICE vs DBX
+22.6%
+126.3%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.5% | -0.4% | +0.8% |
| 7D | -2.4% | +2.1% | -4.5% | -2.8% |
| 30D | +4.0% | +5.7% | -1.7% | +2.9% |
| 3M | +13.7% | +31.8% | -18.1% | +7.9% |
| 6M | +0.9% | +37.5% | -36.5% | -5.4% |
| YTD | -2.1% | +27.9% | -30.1% | -7.2% |
| 1Y | -9.5% | +15.0% | -24.6% | -12.7% |
| 3Y | +42.1% | +27.2% | +14.9% | +31.5% |
| 5Y | +41.4% | +12.8% | +28.6% | +30.8% |
| All | +148.9% | +22.6% | +126.3% | +103.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DBX.
Daily Out/Under-Performance
Portfolio return minus DBX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DBX 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 10y: compounded portfolio wealth divided by compounded DBX 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…
10y analysis · Full analysis span regression · 6 months rolling