+40.6%
ICE vs XEL
+46.3%
-5.7%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.0% | +0.6% | -0.3% |
| 7D | -5.3% | -1.2% | -4.1% | -5.1% |
| 30D | +3.0% | -2.9% | +5.9% | +3.5% |
| 3M | +11.4% | -2.7% | +14.2% | +11.9% |
| 6M | -2.0% | -6.5% | +4.5% | -1.0% |
| YTD | -3.1% | +3.6% | -6.8% | -4.1% |
| 1Y | -8.4% | +7.5% | -15.9% | -10.1% |
| All | +40.6% | +46.3% | -5.7% | +32.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling