+221.5%
ICE vs DECK
+718.3%
-496.8%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.6% | -3.6% | -2.3% |
| 7D | -0.7% | -2.2% | +1.6% | -0.3% |
| 30D | +7.6% | -13.6% | +21.2% | +9.9% |
| 3M | +13.9% | -21.2% | +35.2% | +17.8% |
| 6M | -2.4% | -21.1% | +18.7% | +0.6% |
| YTD | +0.3% | -17.2% | +17.5% | +2.1% |
| 1Y | -6.4% | -30.7% | +24.3% | -2.5% |
| 3Y | +43.1% | -3.4% | +46.5% | +33.8% |
| 5Y | +42.1% | +25.5% | +16.6% | +22.5% |
| All | +221.5% | +718.3% | -496.8% | +112.4% |
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