+18.5%
ICE vs DD
+27.9%
-9.4%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.6% | +1.0% | +0.3% |
| 7D | +3.6% | +5.0% | -1.3% | +3.8% |
| 30D | +15.1% | +19.7% | -4.6% | +15.8% |
| 3M | +15.4% | +7.2% | +8.2% | +15.6% |
| 6M | +16.1% | +1.0% | +15.1% | +15.8% |
| YTD | +11.4% | +29.1% | -17.7% | +6.4% |
| 1Y | +18.5% | +28.5% | -10.0% | +13.3% |
| All | +18.5% | +27.9% | -9.4% | +13.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling