+40.9%
ICE vs DVA
+64.3%
-23.4%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.3% | +0.1% | +0.3% |
| 7D | +3.6% | -8.8% | +12.4% | +4.2% |
| 30D | +15.1% | -3.4% | +18.5% | +15.3% |
| 3M | +15.4% | -2.6% | +17.9% | +15.5% |
| 6M | +16.1% | -11.9% | +28.0% | +16.7% |
| YTD | +11.4% | +53.6% | -42.3% | +7.3% |
| 1Y | +18.5% | +41.9% | -23.4% | +15.1% |
| 3Y | +70.5% | +97.5% | -27.0% | +59.5% |
| All | +40.9% | +64.3% | -23.4% | +34.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DVA.
Daily Out/Under-Performance
Portfolio return minus DVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DVA 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 DVA 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