+40.6%
ICE vs DTE
+45.3%
-4.7%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.3% | +0.8% | -0.1% |
| 7D | -5.3% | -2.0% | -3.3% | -4.8% |
| 30D | +3.0% | -2.4% | +5.4% | +3.7% |
| 3M | +11.4% | -7.3% | +18.7% | +13.8% |
| 6M | -2.0% | -7.6% | +5.6% | 0.0% |
| YTD | -3.1% | +5.8% | -8.9% | -5.6% |
| 1Y | -8.4% | +2.3% | -10.7% | -9.7% |
| All | +40.6% | +45.3% | -4.7% | +27.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 DTE 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