+81.9%
UBER vs ICE
+38.6%
+43.3%
-57.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.4% | +2.5% | +2.3% |
| 7D | -4.5% | -5.3% | +0.9% | -1.4% |
| 30D | -7.6% | +3.0% | -10.6% | -9.3% |
| 3M | +5.8% | +11.4% | -5.7% | -1.2% |
| 6M | +0.3% | -2.0% | +2.3% | +0.9% |
| YTD | -11.2% | -3.1% | -8.1% | -10.7% |
| 1Y | -23.0% | -8.4% | -14.6% | -19.9% |
| 3Y | +53.6% | +40.7% | +12.9% | +16.8% |
| 5Y | +81.9% | +40.0% | +41.9% | +26.7% |
| All | +81.9% | +38.6% | +43.3% | +26.7% |
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