+707.5%
ICE vs URA
-31.1%
+738.6%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.8% | -2.8% | -2.2% |
| 7D | -0.7% | +1.1% | -1.7% | -0.9% |
| 30D | +7.6% | +7.4% | +0.2% | +6.1% |
| 3M | +13.9% | -8.4% | +22.3% | +15.1% |
| 6M | -2.4% | -12.7% | +10.4% | -1.2% |
| YTD | +0.3% | +7.8% | -7.5% | -3.5% |
| 1Y | -6.4% | +19.5% | -25.9% | -12.8% |
| 3Y | +43.1% | +116.4% | -73.3% | +13.5% |
| 5Y | +42.1% | +134.3% | -92.2% | +6.1% |
| 10Y | +220.9% | +359.3% | -138.3% | +88.0% |
| All | +707.5% | -31.1% | +738.6% | +603.7% |
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 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