+56.2%
ICE vs DOCS
-21.0%
+77.3%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.0% | +1.0% | -0.9% |
| 7D | +2.0% | -0.8% | +2.8% | +2.1% |
| 30D | +12.9% | +17.4% | -4.5% | +11.6% |
| 3M | +15.4% | +57.4% | -41.9% | +11.5% |
| 6M | +13.1% | +26.5% | -13.5% | +10.5% |
| YTD | +7.5% | -26.6% | +34.0% | +8.4% |
| 1Y | +18.3% | -48.1% | +66.4% | +21.8% |
| 3Y | +65.9% | +52.6% | +13.3% | +54.8% |
| 5Y | +35.2% | -52.1% | +87.3% | +29.8% |
| All | +56.2% | -21.0% | +77.3% | +50.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCS.
Daily Out/Under-Performance
Portfolio return minus DOCS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCS 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 10y: compounded portfolio wealth divided by compounded DOCS 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…
10y analysis · Full analysis span regression · 6 months rolling