+40.9%
ICE vs UAL
+117.7%
-76.8%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.7% | +2.1% | +0.5% |
| 7D | +3.6% | -3.0% | +6.7% | +3.9% |
| 30D | +15.1% | +10.5% | +4.6% | +14.0% |
| 3M | +15.4% | -13.5% | +28.9% | +16.6% |
| 6M | +16.1% | +14.2% | +1.9% | +13.9% |
| YTD | +11.4% | -2.2% | +13.6% | +10.4% |
| 1Y | +18.5% | +12.5% | +6.0% | +15.5% |
| 3Y | +70.5% | +186.8% | -116.3% | +41.7% |
| All | +40.9% | +117.7% | -76.8% | +19.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling