+2,263.8%
ICE vs UMC
+1,153.5%
+1,110.3%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +5.1% | -7.2% | -3.5% |
| 7D | -1.2% | +6.6% | -7.7% | -2.9% |
| 30D | +5.0% | +16.6% | -11.6% | +0.6% |
| 3M | +13.9% | +11.0% | +2.9% | +7.2% |
| 6M | -4.4% | +131.3% | -135.7% | -28.0% |
| YTD | -1.9% | +182.5% | -184.4% | -31.5% |
| 1Y | -8.1% | +222.3% | -230.4% | -38.5% |
| 3Y | +42.5% | +253.0% | -210.5% | -10.1% |
| 5Y | +40.6% | +141.8% | -101.2% | -4.4% |
| 10Y | +217.1% | +1,772.2% | -1,555.1% | -6.7% |
| All | +2,263.8% | +1,153.5% | +1,110.3% | +474.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling