+2,489.8%
ICE vs DRI
+1,261.6%
+1,228.2%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.0% | 0.0% | -0.6% |
| 7D | +2.0% | +2.8% | -0.8% | +0.9% |
| 30D | +12.9% | +13.3% | -0.4% | +7.6% |
| 3M | +15.4% | +8.2% | +7.2% | +11.5% |
| 6M | +13.1% | +17.5% | -4.5% | +5.4% |
| YTD | +7.5% | +26.9% | -19.4% | -3.5% |
| 1Y | +18.3% | +31.6% | -13.2% | +4.5% |
| 3Y | +65.9% | +67.0% | -1.1% | +29.5% |
| 5Y | +35.2% | +72.9% | -37.7% | +1.6% |
| 10Y | +266.7% | +371.3% | -104.6% | +40.9% |
| All | +2,489.8% | +1,261.6% | +1,228.2% | +307.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling