+213.7%
ICE vs DGX
+255.3%
-41.7%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.7% | -0.7% | +0.5% |
| 7D | -2.4% | -0.9% | -1.5% | -2.1% |
| 30D | +4.0% | -1.2% | +5.2% | +4.4% |
| 3M | +13.7% | +15.8% | -2.1% | +8.1% |
| 6M | +0.9% | +18.2% | -17.2% | -4.8% |
| YTD | -2.1% | +37.2% | -39.3% | -12.7% |
| 1Y | -9.5% | +30.4% | -39.9% | -18.0% |
| 3Y | +42.1% | +96.7% | -54.6% | +9.9% |
| 5Y | +41.4% | +67.2% | -25.8% | +14.4% |
| All | +213.7% | +255.3% | -41.7% | +97.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 10y: compounded portfolio wealth divided by compounded DGX 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…
10y analysis · Full analysis span regression · 6 months rolling