+18.0%
ICE vs DG
+32.3%
-14.3%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.1% | +0.5% | -1.2% |
| 7D | +2.2% | -2.5% | +4.7% | +2.6% |
| 30D | +13.7% | +7.7% | +6.0% | +12.5% |
| 3M | +17.9% | +13.1% | +4.8% | +15.9% |
| 6M | +15.0% | +32.0% | -17.1% | +11.2% |
| YTD | +10.9% | +3.3% | +7.6% | +8.6% |
| All | +18.0% | +32.3% | -14.3% | +12.9% |
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