+182.2%
ICE vs DBX
+15.6%
+166.6%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.1% | -2.6% | -1.7% |
| 7D | +2.2% | -6.3% | +8.5% | +3.4% |
| 30D | +13.7% | -5.9% | +19.6% | +14.9% |
| 3M | +17.9% | -0.4% | +18.3% | +17.7% |
| 6M | +15.0% | +29.8% | -14.9% | +9.1% |
| YTD | +10.9% | +20.5% | -9.6% | +6.2% |
| 1Y | +17.0% | +8.7% | +8.3% | +14.0% |
| 3Y | +68.2% | +25.9% | +42.3% | +55.6% |
| 5Y | +40.4% | +24.2% | +16.3% | +27.9% |
| All | +182.2% | +15.6% | +166.6% | +132.2% |
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