+2,316.3%
ICE vs UL
+447.3%
+1,868.9%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.1% | -2.0% | -2.0% |
| 7D | -0.7% | -1.3% | +0.7% | +0.1% |
| 30D | +7.6% | +0.5% | +7.1% | +7.3% |
| 3M | +13.9% | +17.6% | -3.7% | +3.5% |
| 6M | -2.4% | -5.4% | +3.0% | -0.1% |
| YTD | +0.3% | +0.7% | -0.4% | -1.6% |
| 1Y | -6.4% | -9.3% | +2.8% | -2.7% |
| 3Y | +43.1% | +24.5% | +18.6% | +21.3% |
| 5Y | +42.1% | +23.2% | +18.9% | +16.9% |
| 10Y | +220.9% | +64.5% | +156.4% | +100.6% |
| All | +2,316.3% | +447.3% | +1,868.9% | +398.0% |
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