+155.0%
ICE vs DBX
+20.1%
+134.9%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.4% | +0.4% | -1.6% |
| 7D | -0.7% | -2.4% | +1.8% | -0.2% |
| 30D | +7.6% | -0.5% | +8.1% | +7.7% |
| 3M | +13.9% | +28.1% | -14.1% | +8.7% |
| 6M | -2.4% | +33.1% | -35.4% | -8.0% |
| YTD | +0.3% | +25.3% | -25.0% | -4.5% |
| 1Y | -6.4% | +18.3% | -24.8% | -10.2% |
| 3Y | +43.1% | +25.0% | +18.1% | +32.9% |
| 5Y | +42.1% | +7.5% | +34.6% | +32.5% |
| All | +155.0% | +20.1% | +134.9% | +108.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling