+210.5%
ICE vs XME
+426.6%
-216.1%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.7% | +3.3% | +0.4% |
| 7D | -5.3% | -3.0% | -2.3% | -4.7% |
| 30D | +3.0% | -2.6% | +5.6% | +3.4% |
| 3M | +11.4% | +2.2% | +9.3% | +10.3% |
| 6M | -2.0% | +0.7% | -2.7% | -3.4% |
| YTD | -3.1% | +10.9% | -14.0% | -7.4% |
| 1Y | -8.4% | +35.7% | -44.1% | -17.5% |
| 3Y | +40.7% | +127.1% | -86.4% | +7.7% |
| 5Y | +40.0% | +168.5% | -128.5% | +0.2% |
| All | +210.5% | +426.6% | -216.1% | +61.5% |
Cumulative growth
Daily Returns
Daily percentage return beside XME.
Daily Out/Under-Performance
Portfolio return minus XME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XME 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 XME 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