+214.9%
ICE vs DRI
+348.4%
-133.5%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.6% | +0.8% | -0.4% |
| 7D | -0.9% | -4.8% | +4.0% | +0.2% |
| 30D | +4.0% | -3.9% | +7.9% | +4.8% |
| 3M | +11.0% | +5.1% | +5.9% | +9.4% |
| 6M | -5.0% | +5.5% | -10.5% | -6.5% |
| YTD | -2.7% | +16.5% | -19.2% | -6.7% |
| 1Y | -8.6% | +2.0% | -10.6% | -9.8% |
| 3Y | +41.4% | +54.5% | -13.1% | +25.0% |
| 5Y | +39.9% | +66.6% | -26.7% | +20.0% |
| 10Y | +214.9% | +353.6% | -138.7% | +91.9% |
| All | +214.9% | +348.4% | -133.5% | +91.9% |
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