+70.5%
ICE vs XYL
-0.5%
+71.0%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.2% | +0.2% | +0.3% |
| 7D | +3.6% | -3.7% | +7.4% | +4.6% |
| 30D | +15.1% | -8.3% | +23.4% | +17.2% |
| 3M | +15.4% | -21.4% | +36.8% | +22.1% |
| 6M | +16.1% | -12.9% | +29.1% | +19.1% |
| YTD | +11.4% | -30.1% | +41.4% | +21.5% |
| 1Y | +18.5% | -35.2% | +53.6% | +32.1% |
| 3Y | +70.5% | -0.8% | +71.3% | +51.3% |
| All | +70.5% | -0.5% | +71.0% | +51.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling