+40.0%
ICE vs DE
+97.0%
-57.0%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.1% | -0.5% | -0.5% |
| 7D | -5.3% | -2.4% | -3.0% | -4.9% |
| 30D | +3.0% | +9.7% | -6.7% | +1.3% |
| 3M | +11.4% | +21.4% | -9.9% | +7.3% |
| 6M | -2.0% | +15.0% | -17.1% | -5.0% |
| YTD | -3.1% | +46.4% | -49.5% | -11.5% |
| 1Y | -8.4% | +45.6% | -54.0% | -16.3% |
| 3Y | +40.7% | +76.8% | -36.0% | +21.0% |
| 5Y | +40.0% | +99.4% | -59.5% | +18.4% |
| All | +40.0% | +97.0% | -57.0% | +18.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling