+66.4%
ICE vs URA
+49.7%
+16.7%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +6.2% | -5.2% | +0.8% |
| 7D | +1.0% | +4.3% | -3.3% | +0.9% |
| 30D | +11.4% | -11.7% | +23.1% | +11.9% |
| 3M | +16.2% | -23.5% | +39.7% | +17.3% |
| 6M | +12.5% | -37.8% | +50.2% | +14.8% |
| YTD | +8.6% | -19.6% | +28.2% | +8.4% |
| 1Y | +18.4% | -24.8% | +43.1% | +18.6% |
| 3Y | +66.4% | +47.0% | +19.5% | +51.7% |
| All | +66.4% | +49.7% | +16.7% | +51.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling