+36.6%
ICE vs DOCN
-34.6%
+71.1%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -15.9% | +15.3% | +0.3% |
| 7D | +6.7% | -29.3% | +36.0% | +8.6% |
| 30D | +13.4% | -46.0% | +59.4% | +16.9% |
| 3M | +16.5% | -43.2% | +59.7% | +19.3% |
| 6M | +12.8% | -53.7% | +66.6% | +16.4% |
| YTD | +8.5% | +46.9% | -38.4% | -0.4% |
| 1Y | +20.6% | +54.3% | -33.7% | +10.0% |
| 3Y | +67.4% | +185.5% | -118.2% | +37.7% |
| 5Y | +36.6% | -31.1% | +67.7% | +20.4% |
| All | +36.6% | -34.6% | +71.1% | +20.4% |
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