-6.4%
ICE vs XLB
+17.4%
-23.8%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.3% | -1.7% | -1.9% |
| 7D | -0.7% | -1.4% | +0.7% | -0.3% |
| 30D | +7.6% | -0.4% | +8.0% | +7.7% |
| 3M | +13.9% | +2.0% | +12.0% | +13.4% |
| 6M | -2.4% | +1.8% | -4.2% | -2.6% |
| YTD | +0.3% | +16.6% | -16.3% | -8.9% |
| 1Y | -6.4% | +16.9% | -23.4% | -15.7% |
| All | -6.4% | +17.4% | -23.8% | -15.7% |
Cumulative growth
Daily Returns
Daily percentage return beside XLB.
Daily Out/Under-Performance
Portfolio return minus XLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLB 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 1y: compounded portfolio wealth divided by compounded XLB 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…
1y analysis · Full analysis span regression · 6 months rolling