+36.0%
UPS vs ICE
+217.4%
-181.4%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.2% | +0.9% |
| 7D | -3.4% | -5.3% | +1.9% | -1.3% |
| 30D | -2.7% | +3.0% | -5.8% | -3.9% |
| 3M | -1.6% | +11.4% | -13.1% | -6.2% |
| 6M | +2.3% | -2.0% | +4.4% | +2.4% |
| YTD | +5.6% | -3.1% | +8.7% | +5.4% |
| 1Y | +27.1% | -8.4% | +35.4% | +29.6% |
| 3Y | -26.3% | +40.7% | -67.0% | -38.9% |
| 5Y | -34.5% | +40.0% | -74.4% | -46.3% |
| All | +36.0% | +217.4% | -181.4% | -16.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling