+18.5%
ICE vs XYL
-36.2%
+54.7%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.2% | +0.2% | +0.3% |
| 7D | +3.6% | -3.7% | +7.4% | +4.5% |
| 30D | +15.1% | -8.3% | +23.4% | +16.8% |
| 3M | +15.4% | -21.4% | +36.8% | +20.4% |
| 6M | +16.1% | -12.9% | +29.1% | +18.1% |
| YTD | +11.4% | -30.1% | +41.4% | +21.4% |
| 1Y | +18.5% | -35.2% | +53.6% | +33.5% |
| All | +18.5% | -36.2% | +54.7% | +33.5% |
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