+41.3%
ICE vs DE
+75.0%
-33.7%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.3% | -0.7% |
| 7D | -0.9% | -3.0% | +2.2% | -0.5% |
| 30D | +4.0% | +11.1% | -7.2% | +2.7% |
| 3M | +11.0% | +17.6% | -6.6% | +8.6% |
| 6M | -5.0% | +13.6% | -18.5% | -6.7% |
| YTD | -2.7% | +46.3% | -49.0% | -9.8% |
| 1Y | -8.6% | +44.2% | -52.8% | -15.1% |
| All | +41.3% | +75.0% | -33.7% | +24.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling