+20.4%
ICE vs XLB
+24.1%
-3.7%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.3% | +2.1% | +2.3% |
| 7D | +3.2% | -1.6% | +4.9% | +3.6% |
| 30D | +14.7% | +7.2% | +7.5% | +13.4% |
| 3M | +19.8% | 0.0% | +19.8% | +19.6% |
| 6M | +15.2% | +2.3% | +12.9% | +14.6% |
| YTD | +12.7% | +18.4% | -5.8% | +3.2% |
| 1Y | +20.4% | +23.3% | -2.9% | +6.9% |
| All | +20.4% | +24.1% | -3.7% | +6.9% |
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