+2,316.3%
ICE vs DVA
+609.7%
+1,706.6%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.3% | -3.3% | -2.4% |
| 7D | -0.7% | +1.8% | -2.5% | -1.2% |
| 30D | +7.6% | -2.5% | +10.1% | +8.3% |
| 3M | +13.9% | -4.3% | +18.2% | +14.3% |
| 6M | -2.4% | +18.9% | -21.2% | -9.5% |
| YTD | +0.3% | +61.9% | -61.7% | -17.2% |
| 1Y | -6.4% | +35.7% | -42.1% | -18.2% |
| 3Y | +43.1% | +78.6% | -35.5% | +8.2% |
| 5Y | +42.1% | +39.2% | +2.9% | +11.9% |
| 10Y | +220.9% | +184.0% | +36.9% | +59.7% |
| All | +2,316.3% | +609.7% | +1,706.6% | +464.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling