+213.7%
ICE vs SPXU
-99.6%
+313.2%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.4% | +3.4% | +0.4% |
| 7D | -2.4% | +2.5% | -4.9% | -1.8% |
| 30D | +4.0% | +4.2% | -0.2% | +5.2% |
| 3M | +13.7% | -9.3% | +22.9% | +11.3% |
| 6M | +0.9% | -30.7% | +31.6% | -7.2% |
| YTD | -2.1% | -28.1% | +26.0% | -8.9% |
| 1Y | -9.5% | -35.2% | +25.7% | -17.6% |
| 3Y | +42.1% | -79.9% | +122.0% | +1.1% |
| 5Y | +41.4% | -86.4% | +127.8% | +1.9% |
| All | +213.7% | -99.6% | +313.2% | +10.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXU.
Daily Out/Under-Performance
Portfolio return minus SPXU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXU 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 10y: compounded portfolio wealth divided by compounded SPXU 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…
10y analysis · Full analysis span regression · 6 months rolling