+82.2%
UBER vs ICE
+119.1%
-36.9%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.0% | +1.8% | +1.2% |
| 7D | -3.9% | -0.7% | -3.2% | -3.6% |
| 30D | +11.1% | +7.6% | +3.5% | +5.3% |
| 3M | +4.9% | +13.9% | -9.0% | -5.2% |
| 6M | -1.2% | -2.4% | +1.2% | -0.6% |
| YTD | -7.3% | +0.3% | -7.5% | -9.4% |
| 1Y | -17.6% | -6.4% | -11.2% | -15.6% |
| 3Y | +61.1% | +43.1% | +17.9% | +15.7% |
| 5Y | +87.9% | +42.1% | +45.8% | +32.0% |
| All | +82.2% | +119.1% | -36.9% | -28.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling