+40.6%
ICE vs UMC
+252.9%
-212.2%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.5% | +2.1% | -0.5% |
| 7D | -5.3% | +11.4% | -16.7% | -5.1% |
| 30D | +3.0% | +16.8% | -13.8% | +3.4% |
| 3M | +11.4% | +19.1% | -7.7% | +11.1% |
| 6M | -2.0% | +137.4% | -139.5% | -4.3% |
| YTD | -3.1% | +186.4% | -189.5% | -7.0% |
| 1Y | -8.4% | +229.1% | -237.5% | -13.3% |
| All | +40.6% | +252.9% | -212.2% | +25.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling