-8.4%
ICE vs UL
-10.0%
+1.6%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.4% | +0.9% | -0.1% |
| 7D | -5.3% | -4.1% | -1.3% | -4.4% |
| 30D | +3.0% | -1.2% | +4.2% | +3.3% |
| 3M | +11.4% | +6.0% | +5.5% | +10.3% |
| 6M | -2.0% | -5.5% | +3.4% | -1.6% |
| YTD | -3.1% | -3.3% | +0.2% | -4.7% |
| 1Y | -8.4% | -9.8% | +1.4% | -4.5% |
| All | -8.4% | -10.0% | +1.6% | -4.5% |
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