+65.9%
ICE vs URI
+138.8%
-72.9%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.1% | -2.1% | -1.1% |
| 7D | +2.0% | -9.8% | +11.8% | +2.6% |
| 30D | +12.9% | +1.7% | +11.1% | +12.7% |
| 3M | +15.4% | -9.1% | +24.5% | +15.9% |
| 6M | +13.1% | +9.9% | +3.2% | +11.7% |
| YTD | +7.5% | +31.2% | -23.8% | +3.7% |
| 1Y | +18.3% | +25.9% | -7.6% | +14.8% |
| 3Y | +65.9% | +147.4% | -81.5% | +44.7% |
| All | +65.9% | +138.8% | -72.9% | +44.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling