+18.1%
ICE vs UMAC
+508.0%
-489.9%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -6.4% | +5.6% | -0.7% |
| 7D | -0.9% | +3.3% | -4.1% | -0.9% |
| 30D | +4.0% | -10.4% | +14.3% | +4.0% |
| 3M | +11.0% | +1.8% | +9.2% | +10.7% |
| 6M | -5.0% | +40.7% | -45.7% | -5.8% |
| YTD | -2.7% | +90.9% | -93.6% | -4.0% |
| 1Y | -8.6% | +151.8% | -160.4% | -10.2% |
| All | +18.1% | +508.0% | -489.9% | +14.1% |
Cumulative growth
Daily Returns
Daily percentage return beside UMAC.
Daily Out/Under-Performance
Portfolio return minus UMAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UMAC 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 UMAC 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