+40.3%
ICE vs UUUU
+88.5%
-48.2%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UUUU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -6.3% | +5.9% | -0.1% |
| 7D | -5.3% | -5.0% | -0.3% | -5.1% |
| 30D | +3.0% | -7.8% | +10.8% | +3.3% |
| 3M | +11.4% | -0.4% | +11.9% | +11.1% |
| 6M | -2.0% | -32.9% | +30.8% | -0.7% |
| YTD | -3.1% | -6.3% | +3.1% | -4.9% |
| 1Y | -8.4% | +7.9% | -16.3% | -12.2% |
| 3Y | +40.7% | +85.2% | -44.5% | +24.8% |
| All | +40.3% | +88.5% | -48.2% | +21.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling