+91.1%
ICE vs DT
+101.6%
-10.6%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.6% | -2.1% | -0.8% |
| 7D | -5.3% | -2.5% | -2.8% | -4.8% |
| 30D | +3.0% | +3.5% | -0.5% | +2.2% |
| 3M | +11.4% | +26.7% | -15.3% | +5.6% |
| 6M | -2.0% | +36.1% | -38.2% | -9.2% |
| YTD | -3.1% | +18.6% | -21.8% | -7.8% |
| 1Y | -8.4% | +7.9% | -16.3% | -11.2% |
| 3Y | +40.7% | +8.6% | +32.2% | +33.4% |
| 5Y | +40.0% | -26.7% | +66.6% | +38.0% |
| All | +91.1% | +101.6% | -10.6% | +34.0% |
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