+72.5%
ICE vs UL
+34.1%
+38.4%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.0% | +3.4% | +2.7% |
| 7D | +3.2% | -1.7% | +4.9% | +3.8% |
| 30D | +14.7% | +4.5% | +10.2% | +13.3% |
| 3M | +19.8% | +5.5% | +14.3% | +17.9% |
| 6M | +15.2% | +17.0% | -1.8% | +10.3% |
| YTD | +12.7% | +3.2% | +9.5% | +10.6% |
| 1Y | +20.4% | -1.9% | +22.3% | +20.0% |
| All | +72.5% | +34.1% | +38.4% | +54.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling