+57.5%
ICE vs USAR
-21.7%
+79.3%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -9.6% | +10.9% | +1.2% |
| 7D | +3.2% | -9.1% | +12.2% | +3.1% |
| 30D | +12.9% | -36.9% | +49.9% | +12.5% |
| 3M | +17.5% | -58.4% | +75.9% | +16.8% |
| 6M | +14.0% | -70.6% | +84.6% | +13.2% |
| YTD | +10.0% | -33.4% | +43.5% | +9.2% |
| 1Y | +19.5% | -54.0% | +73.6% | +18.6% |
| 3Y | +66.8% | -22.7% | +89.4% | +78.4% |
| All | +57.5% | -21.7% | +79.3% | +69.3% |
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