+193.2%
UPS vs ICE
+2,591.0%
-2,397.8%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.5% | -0.3% | -1.5% |
| 7D | -0.6% | +2.2% | -2.8% | -1.1% |
| 30D | +16.4% | +13.7% | +2.7% | +12.8% |
| 3M | +7.9% | +17.9% | -10.0% | +3.6% |
| 6M | +15.8% | +15.0% | +0.9% | +11.5% |
| YTD | +16.6% | +10.9% | +5.6% | +12.7% |
| 1Y | +22.3% | +17.0% | +5.3% | +16.7% |
| 3Y | -6.2% | +68.2% | -74.4% | -18.6% |
| 5Y | -34.4% | +40.4% | -74.8% | -40.8% |
| 10Y | +41.7% | +259.3% | -217.6% | +2.6% |
| All | +193.2% | +2,591.0% | -2,397.8% | +50.9% |
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