+1,783.8%
ICE vs XHB
+170.3%
+1,613.6%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.7% | +0.2% | -0.6% |
| 7D | +2.2% | -2.4% | +4.7% | +3.5% |
| 30D | +13.7% | +7.1% | +6.6% | +9.3% |
| 3M | +17.9% | -6.0% | +23.9% | +21.3% |
| 6M | +15.0% | +2.1% | +12.9% | +11.8% |
| YTD | +10.9% | -0.6% | +11.5% | +7.9% |
| 1Y | +17.0% | -3.3% | +20.3% | +15.3% |
| 3Y | +68.2% | +34.1% | +34.1% | +31.2% |
| 5Y | +40.4% | +28.6% | +11.8% | +8.5% |
| 10Y | +259.3% | +235.0% | +24.2% | +42.8% |
| All | +1,783.8% | +170.3% | +1,613.6% | +499.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling