+75.9%
UBER vs ICE
+114.4%
-38.5%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -2.2% | -1.3% | -1.9% |
| 7D | -2.8% | -1.2% | -1.7% | -2.1% |
| 30D | -2.5% | +5.0% | -7.5% | -6.0% |
| 3M | +4.4% | +13.9% | -9.5% | -5.6% |
| 6M | -2.7% | -4.4% | +1.8% | -0.5% |
| YTD | -10.5% | -1.9% | -8.6% | -11.1% |
| 1Y | -22.5% | -8.1% | -14.4% | -19.5% |
| 3Y | +54.8% | +42.5% | +12.3% | +11.4% |
| 5Y | +82.5% | +40.6% | +41.9% | +29.0% |
| All | +75.9% | +114.4% | -38.5% | -29.9% |
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