+41.2%
USB vs ICE
+42.3%
-1.1%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.0% | +1.8% | +0.6% |
| 7D | +1.4% | -0.7% | +2.1% | +1.7% |
| 30D | -1.3% | +7.6% | -8.9% | -4.5% |
| 3M | +15.2% | +13.9% | +1.3% | +8.4% |
| 6M | +18.8% | -2.4% | +21.2% | +19.6% |
| YTD | +21.0% | +0.3% | +20.8% | +19.4% |
| 1Y | +34.0% | -6.4% | +40.4% | +36.7% |
| 3Y | +95.3% | +43.1% | +52.2% | +58.8% |
| All | +41.2% | +42.3% | -1.1% | +11.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling