+2,551.3%
ICE vs DLR
+1,824.6%
+726.7%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.4% | +0.9% | +1.1% |
| 7D | +3.2% | +0.3% | +2.8% | +2.9% |
| 30D | +12.9% | +1.2% | +11.7% | +11.9% |
| 3M | +17.5% | -4.8% | +22.3% | +19.4% |
| 6M | +14.0% | -6.1% | +20.1% | +15.5% |
| YTD | +10.0% | +19.3% | -9.3% | -1.6% |
| 1Y | +19.5% | +10.0% | +9.6% | +11.0% |
| 3Y | +66.8% | +53.8% | +13.0% | +25.6% |
| 5Y | +40.3% | +39.1% | +1.2% | +6.8% |
| 10Y | +249.7% | +188.1% | +61.6% | +60.6% |
| All | +2,551.3% | +1,824.6% | +726.7% | +264.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling