+774.4%
ICE vs URA
-48.6%
+823.0%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +6.2% | -5.2% | -0.1% |
| 7D | +1.0% | +4.3% | -3.3% | +0.2% |
| 30D | +11.4% | -11.7% | +23.1% | +13.6% |
| 3M | +16.2% | -23.5% | +39.7% | +21.1% |
| 6M | +12.5% | -37.8% | +50.2% | +21.0% |
| YTD | +8.6% | -19.6% | +28.2% | +9.6% |
| 1Y | +18.4% | -24.8% | +43.1% | +20.7% |
| 3Y | +66.4% | +47.0% | +19.5% | +41.7% |
| 5Y | +37.2% | +35.4% | +1.8% | +15.3% |
| 10Y | +244.8% | +302.3% | -57.5% | +103.7% |
| All | +774.4% | -48.6% | +823.0% | +698.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling