+2,316.3%
ICE vs XLB
+473.2%
+1,843.1%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.3% | -1.7% | -1.7% |
| 7D | -0.7% | -1.4% | +0.7% | +0.4% |
| 30D | +7.6% | -0.4% | +8.0% | +7.8% |
| 3M | +13.9% | +2.0% | +12.0% | +11.6% |
| 6M | -2.4% | +1.8% | -4.2% | -4.8% |
| YTD | +0.3% | +16.6% | -16.3% | -13.3% |
| 1Y | -6.4% | +16.9% | -23.4% | -19.4% |
| 3Y | +43.1% | +32.6% | +10.6% | +8.4% |
| 5Y | +42.1% | +35.6% | +6.5% | +3.3% |
| 10Y | +220.9% | +160.0% | +60.9% | +18.9% |
| All | +2,316.3% | +473.2% | +1,843.1% | +292.2% |
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