+20.6%
ICE vs DG
+45.3%
-24.7%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +8.5% | -6.2% | +1.0% |
| 7D | +12.2% | +12.3% | -0.1% | +10.1% |
| 30D | +15.0% | +19.3% | -4.3% | +12.1% |
| 3M | +17.6% | +11.9% | +5.8% | +15.5% |
| 6M | +12.6% | +25.0% | -12.4% | +9.0% |
| YTD | +9.1% | +8.7% | +0.4% | +6.1% |
| 1Y | +20.6% | +44.7% | -24.1% | +14.0% |
| All | +20.6% | +45.3% | -24.7% | +14.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG 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 1y: compounded portfolio wealth divided by compounded DG 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…
1y analysis · Full analysis span regression · 6 months rolling