+210.5%
ICE vs DG
+99.2%
+111.3%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.3% | +0.8% | -0.2% |
| 7D | -5.3% | -6.3% | +1.0% | -4.3% |
| 30D | +3.0% | +2.4% | +0.6% | +2.5% |
| 3M | +11.4% | +12.4% | -1.0% | +9.1% |
| 6M | -2.0% | -14.9% | +12.9% | +0.1% |
| YTD | -3.1% | -6.1% | +2.9% | -2.8% |
| 1Y | -8.4% | +17.9% | -26.2% | -11.9% |
| 3Y | +40.7% | +3.1% | +37.6% | +34.1% |
| 5Y | +40.0% | -38.7% | +78.6% | +49.8% |
| All | +210.5% | +99.2% | +111.3% | +158.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling