+40.9%
ICE vs DOCN
-29.3%
+70.2%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -4.2% | +4.5% | +0.6% |
| 7D | +3.6% | +19.1% | -15.5% | +2.6% |
| 30D | +15.1% | -21.0% | +36.1% | +16.2% |
| 3M | +15.4% | -34.7% | +50.1% | +17.4% |
| 6M | +16.1% | -45.8% | +61.9% | +18.9% |
| YTD | +11.4% | +79.4% | -68.0% | +1.0% |
| 1Y | +18.5% | +91.0% | -72.6% | +6.7% |
| 3Y | +70.5% | +237.5% | -166.9% | +39.1% |
| All | +40.9% | -29.3% | +70.2% | +25.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling