+296.7%
USB vs ICE
+2,532.6%
-2,235.9%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.5% | -1.6% | -1.9% |
| 7D | -1.5% | +6.7% | -8.2% | -3.9% |
| 30D | +4.3% | +13.4% | -9.1% | -0.7% |
| 3M | -6.1% | +16.5% | -22.6% | -11.6% |
| 6M | +9.4% | +12.8% | -3.4% | +3.8% |
| YTD | +15.2% | +8.5% | +6.6% | +10.2% |
| 1Y | +32.8% | +20.6% | +12.2% | +22.0% |
| 3Y | +91.3% | +67.4% | +23.9% | +54.5% |
| 5Y | +22.7% | +36.6% | -13.9% | +6.1% |
| 10Y | +97.0% | +270.4% | -173.4% | +18.3% |
| All | +296.7% | +2,532.6% | -2,235.9% | +53.8% |
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