-8.4%
ICE vs XYL
-21.7%
+13.3%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.0% | +0.6% | -0.3% |
| 7D | -5.3% | -1.2% | -4.1% | -5.1% |
| 30D | +3.0% | -13.2% | +16.2% | +5.7% |
| 3M | +11.4% | -0.2% | +11.6% | +10.6% |
| 6M | -2.0% | -12.5% | +10.5% | +0.4% |
| YTD | -3.1% | -20.9% | +17.8% | +2.9% |
| 1Y | -8.4% | -21.6% | +13.2% | -4.5% |
| All | -8.4% | -21.7% | +13.3% | -4.5% |
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