+43.6%
ICE vs USAR
+74.0%
-30.5%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.5% | -1.6% | -2.0% |
| 7D | -0.7% | -2.1% | +1.5% | -0.7% |
| 30D | +7.6% | +2.6% | +5.0% | +7.7% |
| 3M | +13.9% | -35.0% | +49.0% | +13.8% |
| 6M | -2.4% | -6.9% | +4.5% | -2.4% |
| YTD | +0.3% | +48.0% | -47.7% | +0.1% |
| 1Y | -6.4% | +24.8% | -31.2% | -6.1% |
| 3Y | +43.1% | +73.2% | -30.1% | +55.4% |
| All | +43.6% | +74.0% | -30.5% | +55.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling