+2,316.3%
ICE vs XEL
+792.4%
+1,523.8%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.8% | -1.2% | -1.5% |
| 7D | -0.7% | -1.0% | +0.3% | 0.0% |
| 30D | +7.6% | -1.9% | +9.5% | +8.8% |
| 3M | +13.9% | -1.9% | +15.8% | +15.0% |
| 6M | -2.4% | -7.4% | +5.1% | +1.7% |
| YTD | +0.3% | +4.1% | -3.8% | -3.4% |
| 1Y | -6.4% | +8.0% | -14.5% | -12.6% |
| 3Y | +43.1% | +48.4% | -5.3% | +4.6% |
| 5Y | +42.1% | +27.2% | +14.9% | +12.8% |
| 10Y | +220.9% | +146.8% | +74.1% | +35.5% |
| All | +2,316.3% | +792.4% | +1,523.8% | +200.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling