+2,614.9%
ICE vs DRI
+1,277.1%
+1,337.7%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.1% | +2.3% | +2.4% |
| 7D | +3.2% | -0.7% | +4.0% | +3.5% |
| 30D | +14.7% | +14.7% | 0.0% | +8.8% |
| 3M | +19.8% | +5.4% | +14.4% | +16.9% |
| 6M | +15.2% | +18.8% | -3.6% | +6.9% |
| YTD | +12.7% | +28.4% | -15.7% | +0.7% |
| 1Y | +20.4% | +37.7% | -17.3% | +4.5% |
| 3Y | +70.8% | +68.0% | +2.8% | +33.0% |
| 5Y | +43.9% | +78.8% | -34.9% | +6.8% |
| 10Y | +264.8% | +334.2% | -69.4% | +47.0% |
| All | +2,614.9% | +1,277.1% | +1,337.7% | +325.8% |
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