+45.0%
ICE vs DOC
-24.5%
+69.5%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.8% | -0.2% | -1.5% |
| 7D | -0.7% | -1.5% | +0.8% | -0.2% |
| 30D | +7.6% | -4.8% | +12.4% | +9.1% |
| 3M | +13.9% | +6.9% | +7.1% | +11.5% |
| 6M | -2.4% | +20.7% | -23.1% | -8.4% |
| YTD | +0.3% | +34.1% | -33.9% | -9.3% |
| 1Y | -6.4% | +22.6% | -29.1% | -13.0% |
| 3Y | +43.1% | +20.8% | +22.3% | +33.6% |
| All | +45.0% | -24.5% | +69.5% | +60.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling