+213.7%
ICE vs XEL
+151.6%
+62.1%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.1% | +0.9% | +1.0% |
| 7D | -2.4% | -0.3% | -2.1% | -2.3% |
| 30D | +4.0% | -3.9% | +8.0% | +5.5% |
| 3M | +13.7% | -2.8% | +16.5% | +14.7% |
| 6M | +0.9% | -5.4% | +6.3% | +2.6% |
| YTD | -2.1% | +3.8% | -5.9% | -4.2% |
| 1Y | -9.5% | +6.8% | -16.3% | -12.7% |
| 3Y | +42.1% | +45.6% | -3.5% | +18.9% |
| 5Y | +41.4% | +30.7% | +10.7% | +23.1% |
| All | +213.7% | +151.6% | +62.1% | +161.6% |
Cumulative growth
Daily Returns
Daily percentage return beside XEL.
Daily Out/Under-Performance
Portfolio return minus XEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XEL 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 XEL 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