+67.6%
ICE vs DOCN
+182.8%
-115.2%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -15.9% | +15.3% | -0.5% |
| 7D | +6.7% | -29.3% | +36.0% | +6.8% |
| 30D | +13.4% | -46.0% | +59.4% | +13.7% |
| 3M | +16.5% | -43.2% | +59.7% | +16.7% |
| 6M | +12.8% | -53.7% | +66.6% | +13.3% |
| YTD | +8.5% | +46.9% | -38.4% | +2.3% |
| 1Y | +20.6% | +54.3% | -33.7% | +13.3% |
| All | +67.6% | +182.8% | -115.2% | +50.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling