-34.4%
UPS vs ICE
+41.1%
-75.5%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.5% | -0.3% | -1.3% |
| 7D | -0.6% | +2.2% | -2.8% | -1.3% |
| 30D | +16.4% | +13.7% | +2.7% | +11.6% |
| 3M | +7.9% | +17.9% | -10.0% | +2.1% |
| 6M | +15.8% | +15.0% | +0.9% | +10.3% |
| YTD | +16.6% | +10.9% | +5.6% | +11.4% |
| 1Y | +22.3% | +17.0% | +5.3% | +14.1% |
| 3Y | -6.2% | +68.2% | -74.4% | -29.0% |
| 5Y | -34.4% | +40.4% | -74.8% | -47.2% |
| All | -34.4% | +41.1% | -75.5% | -47.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling