+41.3%
ICE vs SPXU
-79.8%
+121.1%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.4% | -2.2% | -0.6% |
| 7D | -0.9% | +1.3% | -2.1% | -0.6% |
| 30D | +4.0% | +5.1% | -1.2% | +4.8% |
| 3M | +11.0% | -9.1% | +20.1% | +9.6% |
| 6M | -5.0% | -29.6% | +24.6% | -9.7% |
| YTD | -2.7% | -27.7% | +25.0% | -6.8% |
| 1Y | -8.6% | -37.0% | +28.3% | -14.3% |
| All | +41.3% | -79.8% | +121.1% | +11.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling