+133.6%
ICE vs DOW
-15.2%
+148.8%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.8% | -1.3% | -0.6% |
| 7D | -5.3% | -2.4% | -3.0% | -4.9% |
| 30D | +3.0% | -4.1% | +7.1% | +3.7% |
| 3M | +11.4% | -12.4% | +23.9% | +13.9% |
| 6M | -2.0% | -10.6% | +8.6% | -1.0% |
| YTD | -3.1% | +31.1% | -34.2% | -10.1% |
| 1Y | -8.4% | +30.5% | -38.9% | -15.4% |
| 3Y | +40.7% | -34.4% | +75.1% | +49.0% |
| 5Y | +40.0% | -35.5% | +75.5% | +46.8% |
| All | +133.6% | -15.2% | +148.8% | +94.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DOW.
Daily Out/Under-Performance
Portfolio return minus DOW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOW 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 DOW 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