+46.1%
ICE vs URI
+113.1%
-67.1%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.6% | -3.6% | -2.1% |
| 7D | -0.7% | -2.0% | +1.3% | -0.5% |
| 30D | +7.6% | -12.9% | +20.6% | +8.6% |
| 3M | +13.9% | -6.7% | +20.7% | +14.2% |
| 6M | -2.4% | +19.0% | -21.3% | -4.5% |
| YTD | +0.3% | +25.5% | -25.3% | -3.0% |
| 1Y | -6.4% | +5.5% | -12.0% | -7.5% |
| All | +46.1% | +113.1% | -67.1% | +27.2% |
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