+53.9%
ICE vs USAR
-18.7%
+72.6%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +10.8% | -11.8% | -0.9% |
| 7D | +2.0% | -14.5% | +16.5% | +1.9% |
| 30D | +12.9% | -37.8% | +50.7% | +12.5% |
| 3M | +15.4% | -52.8% | +68.2% | +14.8% |
| 6M | +13.1% | -71.2% | +84.3% | +12.3% |
| YTD | +7.5% | -30.9% | +38.3% | +6.7% |
| 1Y | +18.3% | -48.0% | +66.3% | +17.5% |
| 3Y | +65.9% | -19.7% | +85.6% | +77.5% |
| All | +53.9% | -18.7% | +72.6% | +65.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling