+264.8%
ICE vs DRI
+339.9%
-75.1%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.1% | +2.3% | +2.4% |
| 7D | +3.2% | -0.7% | +4.0% | +3.4% |
| 30D | +14.7% | +14.7% | 0.0% | +11.3% |
| 3M | +19.8% | +5.4% | +14.4% | +18.2% |
| 6M | +15.2% | +18.8% | -3.6% | +10.4% |
| YTD | +12.7% | +28.4% | -15.7% | +5.7% |
| 1Y | +20.4% | +37.7% | -17.3% | +11.1% |
| 3Y | +70.8% | +68.0% | +2.8% | +48.3% |
| 5Y | +43.9% | +78.8% | -34.9% | +21.8% |
| 10Y | +264.8% | +334.2% | -69.4% | +139.7% |
| All | +264.8% | +339.9% | -75.1% | +139.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DRI.
Daily Out/Under-Performance
Portfolio return minus DRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRI 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 DRI 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