+97.8%
ICE vs DT
+103.5%
-5.8%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.6% | -0.4% | -1.7% |
| 7D | -0.7% | -3.3% | +2.6% | 0.0% |
| 30D | +7.6% | +2.0% | +5.6% | +7.1% |
| 3M | +13.9% | +20.0% | -6.1% | +9.2% |
| 6M | -2.4% | +39.3% | -41.6% | -9.9% |
| YTD | +0.3% | +19.8% | -19.5% | -4.8% |
| 1Y | -6.4% | +4.3% | -10.7% | -8.7% |
| 3Y | +43.1% | +7.7% | +35.4% | +35.9% |
| 5Y | +42.1% | -26.8% | +68.9% | +40.2% |
| All | +97.8% | +103.5% | -5.8% | +38.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling