+45.0%
ICE vs DECK
+25.5%
+19.4%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.6% | -3.6% | -2.2% |
| 7D | -0.7% | -2.2% | +1.6% | -0.4% |
| 30D | +7.6% | -13.6% | +21.2% | +9.3% |
| 3M | +13.9% | -21.2% | +35.2% | +16.8% |
| 6M | -2.4% | -21.1% | +18.7% | -0.2% |
| YTD | +0.3% | -17.2% | +17.5% | +1.7% |
| 1Y | -6.4% | -30.7% | +24.3% | -3.5% |
| 3Y | +43.1% | -3.4% | +46.5% | +33.6% |
| All | +45.0% | +25.5% | +19.4% | +20.9% |
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