+2,263.8%
ICE vs DE
+3,099.5%
-835.7%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.8% | -0.3% | -1.3% |
| 7D | -1.2% | +0.7% | -1.8% | -1.5% |
| 30D | +5.0% | +9.6% | -4.7% | +0.1% |
| 3M | +13.9% | +19.0% | -5.1% | +3.8% |
| 6M | -4.4% | +16.1% | -20.5% | -12.7% |
| YTD | -1.9% | +47.0% | -48.9% | -21.1% |
| 1Y | -8.1% | +43.1% | -51.3% | -25.4% |
| 3Y | +42.5% | +77.5% | -35.0% | +0.4% |
| 5Y | +40.6% | +96.4% | -55.7% | -10.9% |
| 10Y | +217.1% | +852.9% | -635.8% | -28.3% |
| All | +2,263.8% | +3,099.5% | -835.7% | +154.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling