+20.6%
ICE vs UL
+1.7%
+18.9%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +3.3% | -0.9% | +1.4% |
| 7D | +12.2% | +4.7% | +7.5% | +10.8% |
| 30D | +15.0% | +11.6% | +3.4% | +12.1% |
| 3M | +17.6% | +5.3% | +12.3% | +16.1% |
| 6M | +12.6% | +16.0% | -3.4% | +9.2% |
| YTD | +9.1% | +5.0% | +4.1% | +5.0% |
| 1Y | +20.6% | +1.1% | +19.5% | +17.5% |
| All | +20.6% | +1.7% | +18.9% | +17.5% |
Cumulative growth
Daily Returns
Daily percentage return beside UL.
Daily Out/Under-Performance
Portfolio return minus UL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UL 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 1y: compounded portfolio wealth divided by compounded UL 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…
1y analysis · Full analysis span regression · 6 months rolling