+70.5%
ICE vs XME
+93.2%
-22.6%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.6% | +2.0% | +0.5% |
| 7D | +3.6% | +0.3% | +3.3% | +3.6% |
| 30D | +15.1% | -6.1% | +21.2% | +15.5% |
| 3M | +15.4% | -18.6% | +34.0% | +16.9% |
| 6M | +16.1% | -23.9% | +40.0% | +18.5% |
| YTD | +11.4% | -9.3% | +20.7% | +10.2% |
| 1Y | +18.5% | +1.8% | +16.7% | +15.0% |
| 3Y | +70.5% | +93.0% | -22.5% | +42.2% |
| All | +70.5% | +93.2% | -22.6% | +42.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling