+65.9%
ICE vs UAL
+197.6%
-131.7%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.0% | -3.0% | -1.1% |
| 7D | +2.0% | +8.2% | -6.1% | +1.6% |
| 30D | +12.9% | +2.3% | +10.6% | +12.7% |
| 3M | +15.4% | -12.7% | +28.1% | +16.1% |
| 6M | +13.1% | +12.7% | +0.4% | +11.9% |
| YTD | +7.5% | +0.8% | +6.6% | +6.9% |
| 1Y | +18.3% | +17.8% | +0.6% | +16.3% |
| 3Y | +65.9% | +206.7% | -140.8% | +44.2% |
| All | +65.9% | +197.6% | -131.7% | +44.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling