-13.2%
UNH vs ICE
+40.8%
-54.0%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.8% | -1.1% | -1.9% |
| 7D | -1.7% | -0.9% | -0.8% | -1.6% |
| 30D | -3.8% | +4.0% | -7.8% | -4.3% |
| 3M | -4.3% | +11.0% | -15.2% | -5.3% |
| 6M | +38.6% | -5.0% | +43.6% | +39.3% |
| YTD | +20.7% | -2.7% | +23.4% | +20.9% |
| 1Y | +16.0% | -8.6% | +24.6% | +16.0% |
| All | -13.2% | +40.8% | -54.0% | -15.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling