+214.9%
ICE vs XRT
+120.9%
+94.0%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.6% | +0.8% | -0.3% |
| 7D | -0.9% | -2.4% | +1.6% | -0.1% |
| 30D | +4.0% | -6.9% | +10.9% | +6.4% |
| 3M | +11.0% | -0.4% | +11.4% | +11.0% |
| 6M | -5.0% | +2.2% | -7.2% | -6.0% |
| YTD | -2.7% | -0.7% | -2.0% | -2.9% |
| 1Y | -8.6% | -2.0% | -6.6% | -8.5% |
| 3Y | +41.4% | +41.0% | +0.3% | +23.0% |
| 5Y | +39.9% | -3.3% | +43.2% | +34.9% |
| 10Y | +214.9% | +124.8% | +90.1% | +84.4% |
| All | +214.9% | +120.9% | +94.0% | +84.4% |
Cumulative growth
Daily Returns
Daily percentage return beside XRT.
Daily Out/Under-Performance
Portfolio return minus XRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XRT 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 XRT 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