+39.9%
ICE vs DD
+59.3%
-19.5%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.6% | +1.8% | -0.3% |
| 7D | -0.9% | -3.8% | +2.9% | -0.1% |
| 30D | +4.0% | -9.2% | +13.2% | +5.9% |
| 3M | +11.0% | -9.0% | +20.0% | +12.9% |
| 6M | -5.0% | -5.0% | 0.0% | -4.6% |
| YTD | -2.7% | +7.4% | -10.1% | -5.8% |
| 1Y | -8.6% | +35.1% | -43.7% | -16.8% |
| 3Y | +41.4% | +43.2% | -1.9% | +23.7% |
| 5Y | +39.9% | +59.6% | -19.8% | +15.8% |
| All | +39.9% | +59.3% | -19.5% | +15.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling