+45.0%
ICE vs DOCS
-73.4%
+118.4%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.8% | +0.7% | -1.8% |
| 7D | -0.7% | -1.4% | +0.8% | -0.5% |
| 30D | +7.6% | +21.8% | -14.2% | +5.6% |
| 3M | +13.9% | +27.3% | -13.4% | +11.4% |
| 6M | -2.4% | -0.3% | -2.0% | -3.2% |
| YTD | +0.3% | -40.5% | +40.8% | +3.1% |
| 1Y | -6.4% | -61.5% | +55.1% | -0.8% |
| 3Y | +43.1% | +8.2% | +34.9% | +35.0% |
| All | +45.0% | -73.4% | +118.4% | +45.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling