+214.9%
ICE vs XLB
+158.8%
+56.1%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.1% | +0.3% | -0.2% |
| 7D | -0.9% | -2.9% | +2.1% | +0.8% |
| 30D | +4.0% | -3.4% | +7.3% | +6.0% |
| 3M | +11.0% | +1.6% | +9.4% | +9.7% |
| 6M | -5.0% | +3.6% | -8.6% | -7.5% |
| YTD | -2.7% | +14.2% | -16.9% | -11.1% |
| 1Y | -8.6% | +15.6% | -24.2% | -17.1% |
| 3Y | +41.4% | +33.1% | +8.3% | +16.1% |
| 5Y | +39.9% | +35.1% | +4.8% | +12.8% |
| 10Y | +214.9% | +164.5% | +50.4% | +51.0% |
| All | +214.9% | +158.8% | +56.1% | +51.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling