+17.6%
ICE vs DOCN
+55.8%
-38.3%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.6% | -0.2% | +1.4% |
| 7D | +3.2% | -12.1% | +15.3% | +2.6% |
| 30D | +12.9% | -41.0% | +53.9% | +10.7% |
| 3M | +17.5% | -38.7% | +56.2% | +15.6% |
| 6M | +14.0% | -51.5% | +65.5% | +12.0% |
| YTD | +10.0% | +65.3% | -55.2% | +5.9% |
| All | +17.6% | +55.8% | -38.3% | +13.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling