+69.7%
ICE vs DOCN
+117.0%
-47.4%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +3.4% | -4.9% | -1.7% |
| 7D | +2.2% | +27.4% | -25.2% | +0.9% |
| 30D | +13.7% | -29.7% | +43.5% | +15.6% |
| 3M | +17.9% | -32.5% | +50.4% | +19.7% |
| 6M | +15.0% | -42.2% | +57.1% | +17.2% |
| YTD | +10.9% | +87.2% | -76.2% | +1.0% |
| 1Y | +17.0% | +86.2% | -69.2% | +6.5% |
| 3Y | +68.2% | +257.4% | -189.2% | +38.8% |
| 5Y | +40.4% | -27.4% | +67.8% | +23.6% |
| All | +69.7% | +117.0% | -47.4% | +41.2% |
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