+42.1%
ICE vs UUUU
+74.5%
-32.4%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UUUU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -5.0% | +6.0% | +1.1% |
| 7D | -2.4% | -10.5% | +8.1% | -2.3% |
| 30D | +4.0% | -10.5% | +14.5% | +4.1% |
| 3M | +13.7% | -14.1% | +27.8% | +13.8% |
| 6M | +0.9% | -35.5% | +36.4% | +1.4% |
| YTD | -2.1% | -10.9% | +8.8% | -2.9% |
| 1Y | -9.5% | +3.4% | -12.9% | -11.0% |
| 3Y | +42.1% | +73.1% | -31.0% | +34.5% |
| All | +42.1% | +74.5% | -32.4% | +34.5% |
Cumulative growth
Daily Returns
Daily percentage return beside UUUU.
Daily Out/Under-Performance
Portfolio return minus UUUU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UUUU 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 3y: compounded portfolio wealth divided by compounded UUUU 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…
3y analysis · Full analysis span regression · 6 months rolling