+213.7%
ICE vs DE
+863.9%
-650.2%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.3% | +1.3% | +1.1% |
| 7D | -2.4% | -2.6% | +0.2% | -1.7% |
| 30D | +4.0% | +9.0% | -5.0% | +1.5% |
| 3M | +13.7% | +19.1% | -5.5% | +8.0% |
| 6M | +0.9% | +14.4% | -13.4% | -3.5% |
| YTD | -2.1% | +45.9% | -48.1% | -13.3% |
| 1Y | -9.5% | +43.6% | -53.1% | -19.6% |
| 3Y | +42.1% | +75.9% | -33.8% | +16.7% |
| 5Y | +41.4% | +98.8% | -57.4% | +9.0% |
| All | +213.7% | +863.9% | -650.2% | +42.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling