+36.5%
USB vs ICE
+21.0%
+15.5%
-16.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.3% | -0.4% | +1.4% |
| 7D | +2.4% | +12.2% | -9.8% | 0.0% |
| 30D | +6.6% | +15.0% | -8.4% | +3.6% |
| 3M | -4.1% | +17.6% | -21.7% | -7.2% |
| 6M | +12.5% | +12.6% | -0.1% | +9.6% |
| YTD | +17.6% | +9.1% | +8.5% | +12.3% |
| 1Y | +36.5% | +20.6% | +15.9% | +19.3% |
| All | +36.5% | +21.0% | +15.5% | +19.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling