+881.8%
ICE vs DG
+632.1%
+249.7%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.1% | +2.3% | +2.4% |
| 7D | +3.2% | -3.0% | +6.2% | +3.8% |
| 30D | +14.7% | +8.6% | +6.1% | +12.9% |
| 3M | +19.8% | +15.0% | +4.8% | +16.5% |
| 6M | +15.2% | +32.7% | -17.4% | +8.9% |
| YTD | +12.7% | +5.5% | +7.1% | +10.5% |
| 1Y | +20.4% | +34.6% | -14.2% | +12.5% |
| 3Y | +70.8% | +24.2% | +46.5% | +56.0% |
| 5Y | +43.9% | -32.3% | +76.2% | +48.9% |
| 10Y | +264.8% | +111.1% | +153.7% | +189.0% |
| All | +881.8% | +632.1% | +249.7% | +473.9% |
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