+773.8%
ICE vs DG
+606.1%
+167.8%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.5% | -3.5% | -2.3% |
| 7D | -0.7% | +8.4% | -9.1% | -2.2% |
| 30D | +7.6% | +4.9% | +2.7% | +6.6% |
| 3M | +13.9% | +29.3% | -15.4% | +8.4% |
| 6M | -2.4% | -11.3% | +8.9% | -0.7% |
| YTD | +0.3% | +1.8% | -1.5% | -0.8% |
| 1Y | -6.4% | +25.3% | -31.8% | -11.3% |
| 3Y | +43.1% | +9.1% | +34.0% | +34.4% |
| 5Y | +42.1% | -34.9% | +77.0% | +48.3% |
| 10Y | +220.9% | +108.2% | +112.8% | +155.0% |
| All | +773.8% | +606.1% | +167.8% | +415.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling