+42.5%
ICE vs DRI
+56.7%
-14.2%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.8% | -0.3% | -1.9% |
| 7D | -1.2% | -1.2% | +0.1% | -1.0% |
| 30D | +5.0% | -0.4% | +5.4% | +4.9% |
| 3M | +13.9% | +9.5% | +4.4% | +12.1% |
| 6M | -4.4% | +6.5% | -10.9% | -5.6% |
| YTD | -1.9% | +18.4% | -20.3% | -5.1% |
| 1Y | -8.1% | +4.2% | -12.3% | -9.3% |
| 3Y | +42.5% | +57.1% | -14.6% | +28.4% |
| All | +42.5% | +56.7% | -14.2% | +28.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling