+53.3%
ICE vs DOCN
+171.0%
-117.7%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +16.9% |
| 6M | -2.4% | +115.2% | -117.6% | -10.6% |
| YTD | +0.3% | +133.7% | -133.5% | -9.2% |
| 1Y | -6.4% | +250.2% | -256.6% | -18.9% |
| 3Y | +43.1% | +320.3% | -277.2% | +17.8% |
| 5Y | +42.1% | +53.1% | -11.0% | +21.4% |
| All | +53.3% | +171.0% | -117.7% | +26.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling