+40.6%
ICE vs XLB
+35.6%
+5.0%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.0% | -1.2% | -1.7% |
| 7D | -1.2% | -0.2% | -0.9% | -1.1% |
| 30D | +5.0% | -1.7% | +6.7% | +5.9% |
| 3M | +13.9% | +4.4% | +9.5% | +11.1% |
| 6M | -4.4% | +5.0% | -9.4% | -7.4% |
| YTD | -1.9% | +15.5% | -17.4% | -10.5% |
| 1Y | -8.1% | +14.9% | -23.0% | -16.0% |
| 3Y | +42.5% | +34.5% | +8.0% | +16.5% |
| 5Y | +40.6% | +36.5% | +4.1% | +13.5% |
| All | +40.6% | +35.6% | +5.0% | +13.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling