+166.4%
UPS vs ICE
+2,273.5%
-2,107.2%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.0% | -0.7% | +0.1% |
| 7D | -2.0% | -2.4% | +0.4% | -1.4% |
| 30D | -2.0% | +4.0% | -6.0% | -2.9% |
| 3M | -6.2% | +13.7% | -19.9% | -9.3% |
| 6M | +2.8% | +0.9% | +1.8% | +2.0% |
| YTD | +5.9% | -2.1% | +8.0% | +5.6% |
| 1Y | +26.2% | -9.5% | +35.8% | +28.1% |
| 3Y | -26.0% | +42.1% | -68.1% | -33.1% |
| 5Y | -34.3% | +41.4% | -75.7% | -40.7% |
| 10Y | +37.5% | +216.7% | -179.2% | +2.7% |
| All | +166.4% | +2,273.5% | -2,107.2% | +41.4% |
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 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