+39.9%
ICE vs DG
-39.5%
+79.4%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.6% | +1.8% | -0.5% |
| 7D | -0.9% | -4.8% | +4.0% | -0.3% |
| 30D | +4.0% | +1.8% | +2.2% | +3.7% |
| 3M | +11.0% | +14.5% | -3.5% | +9.3% |
| 6M | -5.0% | -13.6% | +8.6% | -3.9% |
| YTD | -2.7% | -4.8% | +2.1% | -2.7% |
| 1Y | -8.6% | +21.6% | -30.2% | -11.1% |
| 3Y | +41.4% | +4.5% | +36.9% | +37.4% |
| 5Y | +39.9% | -38.5% | +78.3% | +51.6% |
| All | +39.9% | -39.5% | +79.4% | +51.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling