+40.0%
ICE vs XHB
+30.4%
+9.6%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.3% | +1.9% | +0.2% |
| 7D | -5.3% | -5.2% | -0.1% | -3.8% |
| 30D | +3.0% | -12.1% | +15.2% | +7.0% |
| 3M | +11.4% | -6.2% | +17.6% | +12.9% |
| 6M | -2.0% | -6.7% | +4.7% | -1.1% |
| YTD | -3.1% | -5.5% | +2.3% | -3.0% |
| 1Y | -8.4% | -15.6% | +7.3% | -4.7% |
| 3Y | +40.7% | +22.0% | +18.7% | +22.1% |
| 5Y | +40.0% | +31.8% | +8.1% | +14.6% |
| All | +40.0% | +30.4% | +9.6% | +14.6% |
Cumulative growth
Daily Returns
Daily percentage return beside XHB.
Daily Out/Under-Performance
Portfolio return minus XHB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XHB 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 5y: compounded portfolio wealth divided by compounded XHB 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…
5y analysis · Full analysis span regression · 6 months rolling