+263.5%
ICE vs DG
+105.9%
+157.6%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.1% | +0.5% | -1.2% |
| 7D | +2.2% | -2.5% | +4.7% | +2.7% |
| 30D | +13.7% | +7.7% | +6.0% | +12.2% |
| 3M | +17.9% | +13.1% | +4.8% | +15.3% |
| 6M | +15.0% | +32.0% | -17.1% | +9.4% |
| YTD | +10.9% | +3.3% | +7.6% | +9.4% |
| 1Y | +17.0% | +31.7% | -14.7% | +10.4% |
| 3Y | +68.2% | +21.7% | +46.5% | +55.2% |
| 5Y | +40.4% | -34.7% | +75.2% | +49.3% |
| All | +263.5% | +105.9% | +157.6% | +211.1% |
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