+217.1%
ICE vs URI
+1,157.2%
-940.1%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.5% | -2.7% | -2.3% |
| 7D | -1.2% | +2.5% | -3.7% | -1.6% |
| 30D | +5.0% | -12.5% | +17.5% | +7.4% |
| 3M | +13.9% | -6.2% | +20.1% | +14.6% |
| 6M | -4.4% | +25.9% | -30.3% | -9.7% |
| YTD | -1.9% | +26.2% | -28.1% | -7.9% |
| 1Y | -8.1% | +5.5% | -13.6% | -10.8% |
| 3Y | +42.5% | +125.0% | -82.5% | +14.9% |
| 5Y | +40.6% | +210.4% | -169.8% | +3.4% |
| 10Y | +217.1% | +1,157.2% | -940.1% | +58.1% |
| All | +217.1% | +1,157.2% | -940.1% | +58.1% |
Cumulative growth
Daily Returns
Daily percentage return beside URI.
Daily Out/Under-Performance
Portfolio return minus URI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URI 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 URI 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