+259.6%
ICE vs DECK
+874.1%
-614.5%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.2% | +0.2% | -0.8% |
| 7D | +2.0% | +5.8% | -3.7% | +1.2% |
| 30D | +12.9% | +7.9% | +5.0% | +11.6% |
| 3M | +15.4% | -11.4% | +26.8% | +17.4% |
| 6M | +13.1% | -16.6% | +29.7% | +15.8% |
| YTD | +7.5% | -16.4% | +23.8% | +9.2% |
| 1Y | +18.3% | +8.6% | +9.7% | +15.3% |
| 3Y | +65.9% | -15.1% | +81.0% | +59.5% |
| 5Y | +35.2% | +22.9% | +12.3% | +17.2% |
| All | +259.6% | +874.1% | -614.5% | +141.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DECK.
Daily Out/Under-Performance
Portfolio return minus DECK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DECK 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 DECK 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