+108.7%
USB vs ICE
+220.5%
-111.8%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.0% | +1.8% | +0.9% |
| 7D | +1.4% | -0.7% | +2.1% | +1.7% |
| 30D | -1.3% | +7.6% | -8.9% | -5.4% |
| 3M | +15.2% | +13.9% | +1.3% | +6.3% |
| 6M | +18.8% | -2.4% | +21.2% | +19.3% |
| YTD | +21.0% | +0.3% | +20.8% | +18.7% |
| 1Y | +34.0% | -6.4% | +40.4% | +36.8% |
| 3Y | +95.3% | +43.1% | +52.2% | +51.9% |
| 5Y | +40.4% | +42.1% | -1.7% | +7.2% |
| All | +108.7% | +220.5% | -111.8% | -1.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling