+91.7%
USB vs ICE
+261.5%
-169.7%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.0% | +0.5% | +0.1% |
| 7D | 0.0% | +2.0% | -2.0% | -1.1% |
| 30D | +5.8% | +12.9% | -7.1% | -1.3% |
| 3M | -6.0% | +15.4% | -21.4% | -13.6% |
| 6M | +7.8% | +13.1% | -5.3% | -0.4% |
| YTD | +14.6% | +7.5% | +7.1% | +7.8% |
| 1Y | +31.8% | +18.3% | +13.4% | +16.9% |
| 3Y | +91.5% | +65.9% | +25.6% | +36.1% |
| 5Y | +22.0% | +35.2% | -13.2% | -3.0% |
| All | +91.7% | +261.5% | -169.7% | -16.9% |
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 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