+43.8%
ICE vs XRT
+0.5%
+43.3%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.0% | -3.0% | -2.3% |
| 7D | -0.7% | +0.8% | -1.5% | -0.9% |
| 30D | +7.6% | -4.2% | +11.8% | +9.0% |
| 3M | +13.9% | +5.1% | +8.9% | +12.0% |
| 6M | -2.4% | +2.4% | -4.8% | -3.4% |
| YTD | +0.3% | +3.2% | -2.9% | -1.1% |
| 1Y | -6.4% | +1.5% | -7.9% | -7.3% |
| 3Y | +43.1% | +40.6% | +2.5% | +24.8% |
| All | +43.8% | +0.5% | +43.3% | +32.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling