+210.5%
ICE vs UL
+65.6%
+144.9%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.4% | +0.9% | 0.0% |
| 7D | -5.3% | -4.1% | -1.3% | -4.0% |
| 30D | +3.0% | -1.2% | +4.2% | +3.4% |
| 3M | +11.4% | +6.0% | +5.5% | +9.2% |
| 6M | -2.0% | -5.5% | +3.4% | -0.6% |
| YTD | -3.1% | -3.3% | +0.2% | -2.7% |
| 1Y | -8.4% | -9.8% | +1.4% | -5.9% |
| 3Y | +40.7% | +20.1% | +20.6% | +30.1% |
| 5Y | +40.0% | +19.2% | +20.8% | +27.6% |
| All | +210.5% | +65.6% | +144.9% | +168.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling