+2,614.9%
ICE vs DD
+245.1%
+2,369.8%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.8% | +3.2% | +2.7% |
| 7D | +3.2% | +3.2% | 0.0% | +1.8% |
| 30D | +14.7% | +20.3% | -5.6% | +5.7% |
| 3M | +19.8% | +8.2% | +11.6% | +15.2% |
| 6M | +15.2% | +3.4% | +11.8% | +12.3% |
| YTD | +12.7% | +30.6% | -18.0% | -2.3% |
| 1Y | +20.4% | +30.6% | -10.3% | +4.3% |
| 3Y | +70.8% | +91.1% | -20.4% | +19.4% |
| 5Y | +43.9% | +68.6% | -24.7% | +3.6% |
| 10Y | +264.8% | +99.9% | +164.9% | +111.8% |
| All | +2,614.9% | +245.1% | +2,369.8% | +1,020.5% |
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