+822.5%
ICE vs SPXU
-100.0%
+922.5%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.1% | -2.6% | -1.2% |
| 7D | +2.2% | -9.4% | +11.6% | -0.5% |
| 30D | +13.7% | +7.4% | +6.3% | +16.4% |
| 3M | +17.9% | +6.2% | +11.8% | +20.5% |
| 6M | +15.0% | -7.2% | +22.2% | +13.5% |
| YTD | +10.9% | -26.8% | +37.7% | +3.2% |
| 1Y | +17.0% | -26.3% | +43.3% | +9.3% |
| 3Y | +68.2% | -80.6% | +148.8% | +13.1% |
| 5Y | +40.4% | -83.6% | +124.0% | +2.5% |
| 10Y | +259.3% | -99.5% | +358.8% | +14.8% |
| All | +822.5% | -100.0% | +922.5% | -26.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling