+2,551.3%
ICE vs XLB
+480.3%
+2,071.0%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.2% | +1.5% | +1.5% |
| 7D | +3.2% | +0.5% | +2.7% | +2.7% |
| 30D | +12.9% | +6.9% | +6.0% | +6.9% |
| 3M | +17.5% | -0.2% | +17.7% | +17.4% |
| 6M | +14.0% | +3.3% | +10.7% | +10.1% |
| YTD | +10.0% | +18.0% | -8.0% | -6.0% |
| 1Y | +19.5% | +24.2% | -4.7% | -2.1% |
| 3Y | +66.8% | +44.7% | +22.1% | +17.2% |
| 5Y | +40.3% | +31.6% | +8.8% | +4.9% |
| 10Y | +249.7% | +164.2% | +85.5% | +27.8% |
| All | +2,551.3% | +480.3% | +2,071.0% | +325.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling