+2,316.3%
ICE vs DD
+191.8%
+2,124.5%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.4% | -2.4% | -2.2% |
| 7D | -0.7% | -3.5% | +2.9% | +0.8% |
| 30D | +7.6% | -10.3% | +17.9% | +12.5% |
| 3M | +13.9% | -7.5% | +21.5% | +17.2% |
| 6M | -2.4% | -8.0% | +5.7% | -0.3% |
| YTD | +0.3% | +10.5% | -10.2% | -6.2% |
| 1Y | -6.4% | +38.3% | -44.7% | -21.2% |
| 3Y | +43.1% | +42.5% | +0.6% | +14.0% |
| 5Y | +42.1% | +60.2% | -18.1% | +3.9% |
| 10Y | +220.9% | +68.9% | +152.1% | +101.0% |
| All | +2,316.3% | +191.8% | +2,124.5% | +975.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling