+168.5%
ICE vs DOW
-5.5%
+174.0%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.3% | +0.7% | +0.4% |
| 7D | +3.6% | +5.2% | -1.6% | +2.6% |
| 30D | +15.1% | +13.2% | +1.9% | +12.3% |
| 3M | +15.4% | +10.1% | +5.3% | +13.0% |
| 6M | +16.1% | -13.1% | +29.2% | +18.6% |
| YTD | +11.4% | +46.1% | -34.8% | +1.0% |
| 1Y | +18.5% | +50.0% | -31.6% | +6.7% |
| 3Y | +70.5% | -20.2% | +90.8% | +72.9% |
| 5Y | +40.9% | -27.7% | +68.6% | +44.7% |
| All | +168.5% | -5.5% | +174.0% | +118.4% |
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