+217.1%
ICE vs UAL
+103.3%
+113.8%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.8% | +0.6% | -1.9% |
| 7D | -1.2% | +3.5% | -4.6% | -1.5% |
| 30D | +5.0% | -16.5% | +21.4% | +6.9% |
| 3M | +13.9% | +2.8% | +11.1% | +13.1% |
| 6M | -4.4% | +17.6% | -22.0% | -6.9% |
| YTD | -1.9% | -3.2% | +1.3% | -2.6% |
| 1Y | -8.1% | +0.4% | -8.6% | -9.4% |
| 3Y | +42.5% | +128.2% | -85.7% | +23.1% |
| 5Y | +40.6% | +137.7% | -97.1% | +17.9% |
| 10Y | +217.1% | +99.1% | +118.0% | +156.8% |
| All | +217.1% | +103.3% | +113.8% | +156.8% |
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