+2,489.8%
ICE vs URI
+5,301.5%
-2,811.7%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.1% | -2.1% | -1.3% |
| 7D | +2.0% | -9.8% | +11.8% | +4.6% |
| 30D | +12.9% | +1.7% | +11.1% | +12.2% |
| 3M | +15.4% | -9.1% | +24.5% | +17.6% |
| 6M | +13.1% | +9.9% | +3.2% | +9.0% |
| YTD | +7.5% | +31.2% | -23.8% | -2.9% |
| 1Y | +18.3% | +25.9% | -7.6% | +8.0% |
| 3Y | +65.9% | +147.4% | -81.5% | +21.8% |
| 5Y | +35.2% | +179.7% | -144.5% | -6.9% |
| 10Y | +266.7% | +1,419.5% | -1,152.8% | +37.8% |
| All | +2,489.8% | +5,301.5% | -2,811.7% | +314.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling