+39.9%
ICE vs XYL
-15.4%
+55.3%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.1% | +0.3% | -0.4% |
| 7D | -0.9% | +0.8% | -1.7% | -1.2% |
| 30D | +4.0% | -10.8% | +14.8% | +8.0% |
| 3M | +11.0% | -2.5% | +13.5% | +11.3% |
| 6M | -5.0% | -12.2% | +7.2% | -1.3% |
| YTD | -2.7% | -20.1% | +17.4% | +4.4% |
| 1Y | -8.6% | -20.6% | +12.0% | -1.9% |
| 3Y | +41.4% | +17.3% | +24.0% | +27.2% |
| 5Y | +39.9% | -14.5% | +54.4% | +42.6% |
| All | +39.9% | -15.4% | +55.3% | +42.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling