-8.6%
ICE vs USAR
+25.8%
-34.4%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | +3.8% |
| 3M | +11.0% | -18.4% | +29.3% | +10.9% |
| 6M | -5.0% | -8.8% | +3.9% | -5.3% |
| YTD | -2.7% | +43.4% | -46.1% | -4.9% |
| 1Y | -8.6% | +21.0% | -29.6% | -9.2% |
| All | -8.6% | +25.8% | -34.4% | -9.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling