+1,783.8%
ICE vs UAL
+241.7%
+1,542.2%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -6.0% | +4.5% | -0.4% |
| 7D | +2.2% | +0.7% | +1.5% | +2.0% |
| 30D | +13.7% | +7.8% | +5.9% | +11.9% |
| 3M | +17.9% | -11.1% | +29.0% | +19.8% |
| 6M | +15.0% | +16.1% | -1.1% | +10.4% |
| YTD | +10.9% | -0.5% | +11.5% | +8.5% |
| 1Y | +17.0% | +11.3% | +5.7% | +11.8% |
| 3Y | +68.2% | +192.8% | -124.7% | +27.2% |
| 5Y | +40.4% | +123.3% | -82.8% | +7.6% |
| 10Y | +259.3% | +84.6% | +174.6% | +148.2% |
| All | +1,783.8% | +241.7% | +1,542.2% | +616.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling