+40.9%
ICE vs DKS
+26.5%
+14.5%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.8% | -2.4% | +0.1% |
| 7D | +3.6% | +6.3% | -2.7% | +2.9% |
| 30D | +15.1% | +9.3% | +5.8% | +14.0% |
| 3M | +15.4% | -25.3% | +40.7% | +18.0% |
| 6M | +16.1% | -29.2% | +45.3% | +19.1% |
| YTD | +11.4% | -22.7% | +34.1% | +12.7% |
| 1Y | +18.5% | -30.1% | +48.6% | +21.3% |
| 3Y | +70.5% | +45.6% | +24.9% | +51.6% |
| All | +40.9% | +26.5% | +14.5% | +19.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DKS.
Daily Out/Under-Performance
Portfolio return minus DKS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DKS 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 5y: compounded portfolio wealth divided by compounded DKS 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…
5y analysis · Full analysis span regression · 6 months rolling