+210.5%
ICE vs DD
+67.0%
+143.5%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | 0.0% | -0.3% |
| 7D | -5.3% | -2.9% | -2.4% | -4.6% |
| 30D | +3.0% | -11.5% | +14.5% | +6.2% |
| 3M | +11.4% | -5.4% | +16.8% | +12.8% |
| 6M | -2.0% | -6.9% | +4.9% | -1.0% |
| YTD | -3.1% | +6.9% | -10.0% | -6.3% |
| 1Y | -8.4% | +35.6% | -44.0% | -17.4% |
| 3Y | +40.7% | +42.5% | -1.8% | +22.0% |
| 5Y | +40.0% | +58.5% | -18.5% | +15.2% |
| All | +210.5% | +67.0% | +143.5% | +108.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 DD 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