+42.1%
ICE vs DHI
+21.1%
+21.0%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DHI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.7% | -0.7% | +0.8% |
| 7D | -2.4% | -3.4% | +1.0% | -2.0% |
| 30D | +4.0% | -5.4% | +9.4% | +4.6% |
| 3M | +13.7% | -10.4% | +24.1% | +14.8% |
| 6M | +0.9% | -2.8% | +3.7% | +0.8% |
| YTD | -2.1% | -3.4% | +1.3% | -2.6% |
| 1Y | -9.5% | -22.9% | +13.4% | -7.5% |
| 3Y | +42.1% | +20.7% | +21.4% | +33.1% |
| All | +42.1% | +21.1% | +21.0% | +33.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DHI.
Daily Out/Under-Performance
Portfolio return minus DHI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DHI 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 3y: compounded portfolio wealth divided by compounded DHI 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…
3y analysis · Full analysis span regression · 6 months rolling