+40.9%
ICE vs XYL
-23.3%
+64.2%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.2% | +0.2% | +0.3% |
| 7D | +3.6% | -3.7% | +7.4% | +4.9% |
| 30D | +15.1% | -8.3% | +23.4% | +17.9% |
| 3M | +15.4% | -21.4% | +36.8% | +24.2% |
| 6M | +16.1% | -12.9% | +29.1% | +20.2% |
| YTD | +11.4% | -30.1% | +41.4% | +24.2% |
| 1Y | +18.5% | -35.2% | +53.6% | +35.8% |
| 3Y | +70.5% | -0.8% | +71.3% | +61.6% |
| All | +40.9% | -23.3% | +64.2% | +50.8% |
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