+249.7%
ICE vs UAL
+99.5%
+150.2%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.1% | +1.2% | +1.3% |
| 7D | +3.2% | +12.5% | -9.3% | +1.8% |
| 30D | +12.9% | +12.2% | +0.7% | +11.4% |
| 3M | +17.5% | -2.6% | +20.1% | +17.6% |
| 6M | +14.0% | +21.1% | -7.1% | +10.8% |
| YTD | +10.0% | +7.8% | +2.2% | +7.7% |
| 1Y | +19.5% | +25.4% | -5.9% | +14.9% |
| 3Y | +66.8% | +217.3% | -150.6% | +38.3% |
| 5Y | +40.3% | +132.9% | -92.5% | +18.2% |
| 10Y | +249.7% | +101.1% | +148.6% | +190.0% |
| All | +249.7% | +99.5% | +150.2% | +190.0% |
Cumulative growth
Daily Returns
Daily percentage return beside UAL.
Daily Out/Under-Performance
Portfolio return minus UAL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UAL 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 UAL 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