+264.9%
ICE vs XRT
+136.4%
+128.5%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.4% | -0.1% | +0.2% |
| 7D | +3.6% | +1.7% | +1.9% | +3.0% |
| 30D | +15.1% | +7.5% | +7.6% | +12.4% |
| 3M | +15.4% | +2.2% | +13.2% | +14.4% |
| 6M | +16.1% | +14.7% | +1.5% | +10.8% |
| YTD | +11.4% | +7.5% | +3.9% | +8.2% |
| 1Y | +18.5% | +14.1% | +4.3% | +12.8% |
| 3Y | +70.5% | +58.8% | +11.8% | +42.8% |
| 5Y | +40.9% | -3.9% | +44.8% | +36.5% |
| All | +264.9% | +136.4% | +128.5% | +115.1% |
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