+19.5%
ICE vs XRT
+15.8%
+3.8%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.4% | +1.7% | +1.4% |
| 7D | +3.2% | +4.1% | -0.9% | +1.9% |
| 30D | +12.9% | +9.9% | +3.0% | +10.0% |
| 3M | +17.5% | +2.3% | +15.3% | +16.4% |
| 6M | +14.0% | +9.6% | +4.4% | +11.3% |
| YTD | +10.0% | +9.1% | +0.9% | +6.7% |
| 1Y | +19.5% | +16.2% | +3.3% | +12.4% |
| All | +19.5% | +15.8% | +3.8% | +12.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling