+40.3%
ICE vs DT
-42.0%
+82.4%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.1% | +2.4% | +1.5% |
| 7D | +3.2% | -7.5% | +10.7% | +4.5% |
| 30D | +12.9% | -31.5% | +44.4% | +20.1% |
| 3M | +17.5% | -14.0% | +31.5% | +19.7% |
| 6M | +14.0% | +6.9% | +7.1% | +10.7% |
| YTD | +10.0% | +0.3% | +9.7% | +7.5% |
| 1Y | +19.5% | -6.9% | +26.5% | +18.5% |
| 3Y | +66.8% | -13.9% | +80.7% | +64.6% |
| 5Y | +40.3% | -39.9% | +80.3% | +40.4% |
| All | +40.3% | -42.0% | +82.4% | +40.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling