+2,573.8%
ICE vs UL
+462.9%
+2,110.9%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.4% | -1.9% | -1.7% |
| 7D | +2.2% | -2.5% | +4.7% | +3.6% |
| 30D | +13.7% | +5.7% | +8.0% | +10.2% |
| 3M | +17.9% | +7.0% | +10.9% | +13.3% |
| 6M | +15.0% | +16.1% | -1.1% | +5.0% |
| YTD | +10.9% | +3.6% | +7.4% | +7.1% |
| 1Y | +17.0% | -1.4% | +18.4% | +15.9% |
| 3Y | +68.2% | +34.1% | +34.1% | +36.5% |
| 5Y | +40.4% | +32.0% | +8.4% | +10.7% |
| 10Y | +259.3% | +104.7% | +154.5% | +91.8% |
| All | +2,573.8% | +462.9% | +2,110.9% | +441.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling