+39.9%
ICE vs DT
-28.0%
+67.8%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.6% | -1.4% | -0.9% |
| 7D | -0.9% | -0.5% | -0.3% | -0.7% |
| 30D | +4.0% | +0.1% | +3.9% | +3.9% |
| 3M | +11.0% | +24.1% | -13.1% | +6.2% |
| 6M | -5.0% | +30.1% | -35.1% | -10.4% |
| YTD | -2.7% | +16.8% | -19.5% | -6.7% |
| 1Y | -8.6% | -0.1% | -8.5% | -9.8% |
| 3Y | +41.4% | +6.8% | +34.5% | +34.9% |
| 5Y | +39.9% | -28.4% | +68.2% | +33.2% |
| All | +39.9% | -28.0% | +67.8% | +33.2% |
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