+316.8%
USB vs ICE
+2,331.7%
-2,014.9%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.0% | +1.8% | +0.5% |
| 7D | +1.4% | -0.7% | +2.1% | +1.7% |
| 30D | -1.3% | +7.6% | -8.9% | -4.1% |
| 3M | +15.2% | +13.9% | +1.3% | +9.1% |
| 6M | +18.8% | -2.4% | +21.2% | +19.1% |
| YTD | +21.0% | +0.3% | +20.8% | +19.6% |
| 1Y | +34.0% | -6.4% | +40.4% | +35.9% |
| 3Y | +95.3% | +43.1% | +52.2% | +67.7% |
| 5Y | +40.4% | +42.1% | -1.7% | +19.7% |
| 10Y | +107.3% | +220.9% | -113.6% | +31.3% |
| All | +316.8% | +2,331.7% | -2,014.9% | +66.8% |
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 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