+53.2%
UBER vs ICE
+41.1%
+12.1%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.5% | -0.7% | -1.3% |
| 7D | +0.5% | +2.2% | -1.7% | -0.8% |
| 30D | -3.1% | +13.7% | -16.8% | -10.1% |
| 3M | -8.3% | +17.9% | -26.2% | -16.9% |
| 6M | -9.5% | +15.0% | -24.4% | -16.9% |
| YTD | -15.4% | +10.9% | -26.4% | -21.5% |
| 1Y | -26.1% | +17.0% | -43.1% | -34.0% |
| 3Y | +34.0% | +68.2% | -34.2% | -9.9% |
| 5Y | +53.2% | +40.4% | +12.8% | +2.0% |
| All | +53.2% | +41.1% | +12.1% | +2.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ICE.
Daily Out/Under-Performance
Portfolio return minus ICE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ICE 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 ICE 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