+2,316.3%
ICE vs URI
+5,067.6%
-2,751.3%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.6% | -3.6% | -2.4% |
| 7D | -0.7% | -2.0% | +1.3% | -0.2% |
| 30D | +7.6% | -12.9% | +20.6% | +11.3% |
| 3M | +13.9% | -6.7% | +20.7% | +15.1% |
| 6M | -2.4% | +19.0% | -21.3% | -8.5% |
| YTD | +0.3% | +25.5% | -25.3% | -8.0% |
| 1Y | -6.4% | +5.5% | -12.0% | -10.5% |
| 3Y | +43.1% | +111.3% | -68.2% | +9.7% |
| 5Y | +42.1% | +198.6% | -156.4% | -3.8% |
| 10Y | +220.9% | +1,179.9% | -959.0% | +26.5% |
| All | +2,316.3% | +5,067.6% | -2,751.3% | +292.6% |
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