+259.6%
ICE vs UAL
+94.5%
+165.1%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.0% | -3.0% | -1.2% |
| 7D | +2.0% | +8.2% | -6.1% | +1.1% |
| 30D | +12.9% | +2.3% | +10.6% | +12.5% |
| 3M | +15.4% | -12.7% | +28.1% | +16.8% |
| 6M | +13.1% | +12.7% | +0.4% | +10.8% |
| YTD | +7.5% | +0.8% | +6.6% | +6.0% |
| 1Y | +18.3% | +17.8% | +0.6% | +14.5% |
| 3Y | +65.9% | +206.7% | -140.8% | +38.0% |
| 5Y | +35.2% | +113.9% | -78.7% | +14.9% |
| All | +259.6% | +94.5% | +165.1% | +199.3% |
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