+259.6%
ICE vs URI
+1,374.0%
-1,114.4%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.1% | -2.1% | -1.2% |
| 7D | +2.0% | -9.8% | +11.8% | +3.8% |
| 30D | +12.9% | +1.7% | +11.1% | +12.4% |
| 3M | +15.4% | -9.1% | +24.5% | +17.0% |
| 6M | +13.1% | +9.9% | +3.2% | +10.1% |
| YTD | +7.5% | +31.2% | -23.8% | -0.2% |
| 1Y | +18.3% | +25.9% | -7.6% | +10.8% |
| 3Y | +65.9% | +147.4% | -81.5% | +30.9% |
| 5Y | +35.2% | +179.7% | -144.5% | +1.1% |
| All | +259.6% | +1,374.0% | -1,114.4% | +69.3% |
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