+715.5%
ICE vs SPXU
-100.0%
+815.5%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.7% | -3.9% | -1.7% |
| 7D | -1.2% | -1.5% | +0.3% | -1.5% |
| 30D | +5.0% | +3.7% | +1.2% | +6.2% |
| 3M | +13.9% | -9.6% | +23.4% | +11.1% |
| 6M | -4.4% | -32.4% | +27.9% | -13.7% |
| YTD | -1.9% | -28.7% | +26.8% | -9.8% |
| 1Y | -8.1% | -38.2% | +30.1% | -18.5% |
| 3Y | +42.5% | -80.4% | +122.9% | -3.7% |
| 5Y | +40.6% | -86.0% | +126.7% | -2.2% |
| 10Y | +217.1% | -99.5% | +316.6% | +0.6% |
| All | +715.5% | -100.0% | +815.5% | -35.8% |
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