+36.6%
ICE vs DECK
+25.8%
+10.8%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.5% | +1.0% | -0.3% |
| 7D | +6.7% | +6.0% | +0.7% | +6.0% |
| 30D | +13.4% | +7.4% | +5.9% | +12.4% |
| 3M | +16.5% | -11.7% | +28.2% | +18.0% |
| 6M | +12.8% | -11.0% | +23.8% | +14.0% |
| YTD | +8.5% | -15.4% | +23.9% | +9.8% |
| 1Y | +20.6% | +7.2% | +13.3% | +18.5% |
| 3Y | +67.4% | -11.8% | +79.2% | +58.3% |
| 5Y | +36.6% | +24.3% | +12.2% | +17.7% |
| All | +36.6% | +25.8% | +10.8% | +17.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling