+210.5%
ICE vs XYL
+149.5%
+61.0%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.0% | +0.6% | -0.1% |
| 7D | -5.3% | -1.2% | -4.1% | -4.9% |
| 30D | +3.0% | -13.2% | +16.2% | +8.4% |
| 3M | +11.4% | -0.2% | +11.6% | +10.9% |
| 6M | -2.0% | -12.5% | +10.5% | +2.1% |
| YTD | -3.1% | -20.9% | +17.8% | +4.7% |
| 1Y | -8.4% | -21.6% | +13.2% | -0.8% |
| 3Y | +40.7% | +16.1% | +24.6% | +28.2% |
| 5Y | +40.0% | -15.6% | +55.6% | +41.6% |
| All | +210.5% | +149.5% | +61.0% | +98.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling