+15.2%
ICE vs DT
+9.6%
+5.6%
-21.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.7% | +0.7% | +2.3% |
| 7D | +3.2% | -5.4% | +8.7% | +3.4% |
| 30D | +14.7% | -32.2% | +46.9% | +16.4% |
| 3M | +19.8% | -10.9% | +30.7% | +18.7% |
| 6M | +15.2% | +10.0% | +5.3% | +12.2% |
| All | +15.2% | +9.6% | +5.6% | +12.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling