+68.2%
ICE vs DOCN
+91.6%
-23.4%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.6% | -0.2% | +1.3% |
| 7D | +3.2% | -12.1% | +15.3% | +3.8% |
| 30D | +12.9% | -41.0% | +53.9% | +15.9% |
| 3M | +17.5% | -38.7% | +56.2% | +19.9% |
| 6M | +14.0% | -51.5% | +65.5% | +17.4% |
| YTD | +10.0% | +65.3% | -55.2% | +0.8% |
| 1Y | +19.5% | +53.9% | -34.4% | +10.2% |
| 3Y | +66.8% | +215.6% | -148.8% | +38.6% |
| 5Y | +40.3% | -26.2% | +66.5% | +23.6% |
| All | +68.2% | +91.6% | -23.4% | +41.0% |
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