+36.6%
ICE vs DOCS
-54.0%
+90.5%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.3% | +3.8% | -0.2% |
| 7D | +6.7% | -1.3% | +8.1% | +6.8% |
| 30D | +13.4% | +19.4% | -6.0% | +11.7% |
| 3M | +16.5% | +53.4% | -36.9% | +12.1% |
| 6M | +12.8% | +28.8% | -15.9% | +9.6% |
| YTD | +8.5% | -25.1% | +33.6% | +9.6% |
| 1Y | +20.6% | -48.1% | +68.7% | +25.0% |
| 3Y | +67.4% | +51.4% | +16.0% | +53.0% |
| 5Y | +36.6% | -51.1% | +87.7% | +30.6% |
| All | +36.6% | -54.0% | +90.5% | +30.6% |
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