+2,583.6%
ICE vs UL
+468.9%
+2,114.7%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.1% | -0.7% | -0.2% |
| 7D | +3.6% | +1.1% | +2.5% | +2.9% |
| 30D | +15.1% | +4.5% | +10.6% | +12.2% |
| 3M | +15.4% | +6.5% | +8.9% | +11.1% |
| 6M | +16.1% | +18.2% | -2.0% | +5.0% |
| YTD | +11.4% | +4.7% | +6.7% | +6.8% |
| 1Y | +18.5% | +0.8% | +17.7% | +15.9% |
| 3Y | +70.5% | +35.9% | +34.7% | +37.3% |
| 5Y | +40.9% | +33.4% | +7.5% | +10.4% |
| 10Y | +260.6% | +106.9% | +153.7% | +91.3% |
| All | +2,583.6% | +468.9% | +2,114.7% | +440.3% |
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