+213.7%
ICE vs UMC
+1,863.6%
-1,649.9%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.4% | -1.3% | +0.8% |
| 7D | -2.4% | +9.0% | -11.4% | -3.1% |
| 30D | +4.0% | +17.2% | -13.2% | +2.5% |
| 3M | +13.7% | +11.4% | +2.3% | +11.4% |
| 6M | +0.9% | +137.5% | -136.6% | -9.7% |
| YTD | -2.1% | +193.1% | -195.2% | -15.4% |
| 1Y | -9.5% | +240.3% | -249.8% | -23.5% |
| 3Y | +42.1% | +262.2% | -220.1% | +17.5% |
| 5Y | +41.4% | +143.1% | -101.7% | +19.9% |
| All | +213.7% | +1,863.6% | -1,649.9% | +101.0% |
Cumulative growth
Daily Returns
Daily percentage return beside UMC.
Daily Out/Under-Performance
Portfolio return minus UMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UMC 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 10y: compounded portfolio wealth divided by compounded UMC 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…
10y analysis · Full analysis span regression · 6 months rolling