+18.5%
ICE vs DRI
+34.4%
-16.0%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.4% | 0.0% | +0.3% |
| 7D | +3.6% | +1.1% | +2.6% | +3.5% |
| 30D | +15.1% | +9.7% | +5.4% | +13.9% |
| 3M | +15.4% | +3.2% | +12.2% | +14.7% |
| 6M | +16.1% | +20.6% | -4.4% | +13.4% |
| YTD | +11.4% | +28.3% | -16.9% | +6.4% |
| 1Y | +18.5% | +34.5% | -16.1% | +11.0% |
| All | +18.5% | +34.4% | -16.0% | +11.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling