+119.6%
ICE vs DT
+75.7%
+44.0%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.2% | +0.6% | +0.4% |
| 7D | +3.6% | +3.1% | +0.5% | +3.0% |
| 30D | +15.1% | -29.5% | +44.6% | +22.7% |
| 3M | +15.4% | -11.7% | +27.1% | +17.3% |
| 6M | +16.1% | +29.0% | -12.9% | +8.4% |
| YTD | +11.4% | +3.4% | +8.0% | +8.1% |
| 1Y | +18.5% | -4.2% | +22.7% | +16.8% |
| 3Y | +70.5% | -12.8% | +83.4% | +68.2% |
| 5Y | +40.9% | -39.6% | +80.5% | +44.1% |
| All | +119.6% | +75.7% | +44.0% | +57.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DT.
Daily Out/Under-Performance
Portfolio return minus DT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DT 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 DT 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