+39.3%
ICE vs USAR
+68.6%
-29.3%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.4% | +2.6% | -0.8% |
| 7D | -0.9% | -4.4% | +3.6% | -0.9% |
| 30D | +4.0% | -10.4% | +14.4% | +3.9% |
| 3M | +11.0% | -18.4% | +29.3% | +10.9% |
| 6M | -5.0% | -8.8% | +3.9% | -5.0% |
| YTD | -2.7% | +43.4% | -46.1% | -2.8% |
| 1Y | -8.6% | +21.0% | -29.6% | -8.4% |
| 3Y | +41.4% | +67.7% | -26.4% | +53.4% |
| All | +39.3% | +68.6% | -29.3% | +50.7% |
Cumulative growth
Daily Returns
Daily percentage return beside USAR.
Daily Out/Under-Performance
Portfolio return minus USAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USAR 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 10y: compounded portfolio wealth divided by compounded USAR 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…
10y analysis · Full analysis span regression · 6 months rolling