+264.8%
ICE vs URA
+277.9%
-13.1%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.5% | +0.9% | +2.2% |
| 7D | +3.2% | +2.9% | +0.4% | +2.7% |
| 30D | +14.7% | -10.8% | +25.5% | +16.4% |
| 3M | +19.8% | -25.5% | +45.3% | +24.5% |
| 6M | +15.2% | -41.2% | +56.5% | +23.8% |
| YTD | +12.7% | -21.3% | +33.9% | +13.7% |
| 1Y | +20.4% | -25.7% | +46.1% | +22.5% |
| 3Y | +70.8% | +43.1% | +27.7% | +47.4% |
| 5Y | +43.9% | +35.6% | +8.4% | +21.8% |
| 10Y | +264.8% | +281.3% | -16.5% | +106.8% |
| All | +264.8% | +277.9% | -13.1% | +106.8% |
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