+256.2%
ICE vs URA
+272.4%
-16.2%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -3.5% | +4.8% | +1.8% |
| 7D | +3.2% | +0.3% | +2.9% | +3.0% |
| 30D | +12.9% | -14.8% | +27.7% | +15.3% |
| 3M | +17.5% | -25.3% | +42.8% | +22.1% |
| 6M | +14.0% | -39.9% | +53.9% | +21.9% |
| YTD | +10.0% | -22.4% | +32.4% | +11.3% |
| 1Y | +19.5% | -29.0% | +48.5% | +22.5% |
| 3Y | +66.8% | +41.0% | +25.8% | +44.2% |
| 5Y | +40.3% | +38.3% | +2.0% | +18.1% |
| All | +256.2% | +272.4% | -16.2% | +102.3% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 URA 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