+264.9%
ICE vs XME
+260.6%
+4.3%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.6% | +2.0% | +0.7% |
| 7D | +3.6% | +0.3% | +3.3% | +3.5% |
| 30D | +15.1% | -6.1% | +21.2% | +16.4% |
| 3M | +15.4% | -18.6% | +34.0% | +20.2% |
| 6M | +16.1% | -23.9% | +40.0% | +22.2% |
| YTD | +11.4% | -9.3% | +20.7% | +11.0% |
| 1Y | +18.5% | +1.8% | +16.7% | +14.4% |
| 3Y | +70.5% | +93.0% | -22.5% | +34.6% |
| 5Y | +40.9% | +107.0% | -66.1% | +7.0% |
| All | +264.9% | +260.6% | +4.3% | +105.8% |
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