+263.2%
ICE vs DOC
+14.9%
+248.3%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.3% | -0.4% |
| 7D | +6.7% | +6.2% | +0.5% | +4.8% |
| 30D | +13.4% | +6.5% | +6.9% | +11.2% |
| 3M | +16.5% | -6.2% | +22.7% | +18.7% |
| 6M | +12.8% | +25.6% | -12.7% | +4.2% |
| YTD | +8.5% | +32.1% | -23.5% | -1.6% |
| 1Y | +20.6% | +20.3% | +0.3% | +12.5% |
| 3Y | +67.4% | +42.7% | +24.6% | +45.3% |
| 5Y | +36.6% | -22.2% | +58.7% | +43.5% |
| All | +263.2% | +14.9% | +248.3% | +242.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DOC.
Daily Out/Under-Performance
Portfolio return minus DOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOC 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 DOC 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