+2,234.6%
ICE vs DGX
+564.7%
+1,669.9%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.8% | +1.4% | +0.4% |
| 7D | -5.3% | -3.5% | -1.9% | -3.7% |
| 30D | +3.0% | -2.7% | +5.7% | +4.3% |
| 3M | +11.4% | +13.9% | -2.5% | +4.3% |
| 6M | -2.0% | +16.0% | -18.1% | -9.4% |
| YTD | -3.1% | +34.9% | -38.1% | -17.3% |
| 1Y | -8.4% | +30.6% | -38.9% | -20.7% |
| 3Y | +40.7% | +93.0% | -52.3% | -2.1% |
| 5Y | +40.0% | +64.4% | -24.5% | +3.5% |
| 10Y | +213.5% | +248.1% | -34.6% | +40.9% |
| All | +2,234.6% | +564.7% | +1,669.9% | +455.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling