+213.7%
ICE vs DLR
+177.5%
+36.2%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.7% | -0.7% | +0.5% |
| 7D | -2.4% | +0.1% | -2.5% | -2.4% |
| 30D | +4.0% | -4.3% | +8.3% | +5.2% |
| 3M | +13.7% | +3.8% | +9.8% | +11.9% |
| 6M | +0.9% | +5.8% | -4.9% | -1.4% |
| YTD | -2.1% | +23.5% | -25.7% | -8.9% |
| 1Y | -9.5% | +11.1% | -20.6% | -13.3% |
| 3Y | +42.1% | +57.9% | -15.8% | +19.3% |
| 5Y | +41.4% | +44.0% | -2.6% | +19.9% |
| All | +213.7% | +177.5% | +36.2% | +132.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DLR.
Daily Out/Under-Performance
Portfolio return minus DLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DLR 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 DLR 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