+45.0%
ICE vs URI
+200.7%
-155.7%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.6% | -3.6% | -2.3% |
| 7D | -0.7% | -2.0% | +1.3% | -0.4% |
| 30D | +7.6% | -12.9% | +20.6% | +9.8% |
| 3M | +13.9% | -6.7% | +20.7% | +14.6% |
| 6M | -2.4% | +19.0% | -21.3% | -6.3% |
| YTD | +0.3% | +25.5% | -25.3% | -5.4% |
| 1Y | -6.4% | +5.5% | -12.0% | -8.7% |
| 3Y | +43.1% | +111.3% | -68.2% | +14.8% |
| All | +45.0% | +200.7% | -155.7% | +0.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling