+1,689.1%
ICE vs XME
+242.3%
+1,446.7%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.2% | -2.2% | -2.1% |
| 7D | -0.7% | -0.1% | -0.6% | -0.7% |
| 30D | +7.6% | +6.0% | +1.6% | +4.7% |
| 3M | +13.9% | -7.7% | +21.7% | +16.3% |
| 6M | -2.4% | +1.0% | -3.3% | -5.0% |
| YTD | +0.3% | +14.6% | -14.4% | -8.5% |
| 1Y | -6.4% | +46.0% | -52.4% | -23.9% |
| 3Y | +43.1% | +127.0% | -83.9% | -7.2% |
| 5Y | +42.1% | +175.8% | -133.7% | -19.3% |
| 10Y | +220.9% | +414.6% | -193.7% | +18.6% |
| All | +1,689.1% | +242.3% | +1,446.7% | +506.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling