-6.4%
ICE vs DE
+49.4%
-55.8%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.1% | -1.9% | -2.0% |
| 7D | -0.7% | +10.0% | -10.7% | -0.3% |
| 30D | +7.6% | +13.3% | -5.7% | +8.1% |
| 3M | +13.9% | +17.5% | -3.6% | +14.5% |
| 6M | -2.4% | +13.6% | -15.9% | -1.8% |
| YTD | +0.3% | +49.8% | -49.5% | -3.2% |
| 1Y | -6.4% | +47.9% | -54.3% | -9.0% |
| All | -6.4% | +49.4% | -55.8% | -9.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DE.
Daily Out/Under-Performance
Portfolio return minus DE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DE 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 DE 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