+45.0%
ICE vs DOCN
+54.1%
-9.1%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.8% | -4.8% | -2.2% |
| 7D | -0.7% | +1.1% | -1.8% | -0.7% |
| 30D | +7.6% | -9.6% | +17.3% | +8.1% |
| 3M | +13.9% | -37.7% | +51.6% | +17.0% |
| 6M | -2.4% | +115.2% | -117.6% | -10.9% |
| YTD | +0.3% | +133.7% | -133.5% | -9.6% |
| 1Y | -6.4% | +250.2% | -256.6% | -19.4% |
| 3Y | +43.1% | +320.3% | -277.2% | +16.6% |
| All | +45.0% | +54.1% | -9.1% | +21.9% |
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 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