+42.5%
ICE vs DT
+3.8%
+38.7%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.1% | +0.9% | -1.7% |
| 7D | -1.2% | -4.9% | +3.7% | -0.4% |
| 30D | +5.0% | +2.7% | +2.3% | +4.5% |
| 3M | +13.9% | +20.0% | -6.1% | +10.6% |
| 6M | -4.4% | +28.0% | -32.4% | -8.6% |
| YTD | -1.9% | +16.0% | -18.0% | -5.1% |
| 1Y | -8.1% | +0.7% | -8.8% | -9.3% |
| 3Y | +42.5% | +6.2% | +36.3% | +33.7% |
| All | +42.5% | +3.8% | +38.7% | +33.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling