-6.3%
UPS vs ICE
+68.8%
-75.0%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.5% | -0.3% | -1.6% |
| 7D | -0.6% | +2.2% | -2.8% | -0.9% |
| 30D | +16.4% | +13.7% | +2.7% | +14.4% |
| 3M | +7.9% | +17.9% | -10.0% | +5.5% |
| 6M | +15.8% | +15.0% | +0.9% | +13.8% |
| YTD | +16.6% | +10.9% | +5.6% | +14.5% |
| 1Y | +22.3% | +17.0% | +5.3% | +18.4% |
| All | -6.3% | +68.8% | -75.0% | -20.4% |
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 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