+64.3%
ICE vs DOCN
+74.7%
-10.3%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.5% | -3.5% | -1.1% |
| 7D | +2.0% | -19.2% | +21.2% | +3.1% |
| 30D | +12.9% | -43.1% | +56.0% | +16.0% |
| 3M | +15.4% | -40.7% | +56.1% | +17.9% |
| 6M | +13.1% | -55.0% | +68.1% | +16.9% |
| YTD | +7.5% | +50.6% | -43.2% | -1.0% |
| 1Y | +18.3% | +54.0% | -35.6% | +8.7% |
| 3Y | +65.9% | +203.9% | -138.0% | +37.7% |
| 5Y | +35.2% | -29.4% | +64.6% | +19.4% |
| All | +64.3% | +74.7% | -10.3% | +38.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCN.
Daily Out/Under-Performance
Portfolio return minus DOCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCN 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 DOCN 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