+870.5%
ICE vs DG
+614.5%
+256.0%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.3% | +0.7% | +0.4% |
| 7D | +3.6% | +0.3% | +3.3% | +3.6% |
| 30D | +15.1% | +3.2% | +11.9% | +14.4% |
| 3M | +15.4% | +10.4% | +4.9% | +13.1% |
| 6M | +16.1% | +33.2% | -17.0% | +9.7% |
| YTD | +11.4% | +3.0% | +8.4% | +9.8% |
| 1Y | +18.5% | +31.2% | -12.8% | +11.2% |
| 3Y | +70.5% | +21.8% | +48.7% | +56.3% |
| 5Y | +40.9% | -35.0% | +75.9% | +47.1% |
| 10Y | +260.6% | +106.0% | +154.5% | +187.0% |
| All | +870.5% | +614.5% | +256.0% | +469.9% |
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 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