+1,602.4%
ICE vs UAL
+242.1%
+1,360.3%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.5% | -4.5% | -2.5% |
| 7D | -0.7% | +0.7% | -1.4% | -0.8% |
| 30D | +7.6% | -16.1% | +23.7% | +10.9% |
| 3M | +13.9% | +6.1% | +7.8% | +12.0% |
| 6M | -2.4% | +10.8% | -13.2% | -5.6% |
| YTD | +0.3% | -0.4% | +0.7% | -1.6% |
| 1Y | -6.4% | +5.0% | -11.4% | -9.5% |
| 3Y | +43.1% | +124.0% | -80.9% | +14.2% |
| 5Y | +42.1% | +141.0% | -98.9% | +7.4% |
| 10Y | +220.9% | +118.0% | +102.9% | +114.5% |
| All | +1,602.4% | +242.1% | +1,360.3% | +550.0% |
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