+20.6%
ICE vs XYL
-30.7%
+51.3%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +5.0% | -2.6% | +1.2% |
| 7D | +12.2% | +14.5% | -2.4% | +8.8% |
| 30D | +15.0% | -1.3% | +16.3% | +14.8% |
| 3M | +17.6% | -17.0% | +34.6% | +21.2% |
| 6M | +12.6% | -11.3% | +23.9% | +14.3% |
| YTD | +9.1% | -25.0% | +34.1% | +17.2% |
| 1Y | +20.6% | -31.5% | +52.1% | +33.8% |
| All | +20.6% | -30.7% | +51.3% | +33.8% |
Cumulative growth
Daily Returns
Daily percentage return beside XYL.
Daily Out/Under-Performance
Portfolio return minus XYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYL 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 XYL 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