+166.9%
ICE vs DOCU
+107.7%
+59.2%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.0% | +1.4% | -0.3% |
| 7D | +6.7% | -3.2% | +9.9% | +7.1% |
| 30D | +13.4% | +15.7% | -2.3% | +11.4% |
| 3M | +16.5% | +37.3% | -20.8% | +12.0% |
| 6M | +12.8% | +63.1% | -50.3% | +6.0% |
| YTD | +8.5% | +15.4% | -6.8% | +5.6% |
| 1Y | +20.6% | +11.3% | +9.3% | +17.7% |
| 3Y | +67.4% | +92.1% | -24.7% | +48.5% |
| 5Y | +36.6% | -70.5% | +107.1% | +40.2% |
| All | +166.9% | +107.7% | +59.2% | +129.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCU.
Daily Out/Under-Performance
Portfolio return minus DOCU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCU 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 DOCU 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