+264.8%
ICE vs XLB
+165.5%
+99.3%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.3% | +2.1% | +2.2% |
| 7D | +3.2% | -1.6% | +4.9% | +4.2% |
| 30D | +14.7% | +7.2% | +7.5% | +10.3% |
| 3M | +19.8% | 0.0% | +19.8% | +19.6% |
| 6M | +15.2% | +2.3% | +12.9% | +13.3% |
| YTD | +12.7% | +18.4% | -5.8% | +0.8% |
| 1Y | +20.4% | +23.3% | -2.9% | +5.1% |
| 3Y | +70.8% | +45.2% | +25.6% | +33.2% |
| 5Y | +43.9% | +31.0% | +13.0% | +18.6% |
| 10Y | +264.8% | +168.8% | +96.0% | +77.0% |
| All | +264.8% | +165.5% | +99.3% | +77.0% |
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