+664.3%
ICE vs XYL
+449.8%
+214.6%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.0% | 0.0% | -1.3% |
| 7D | -0.7% | -5.0% | +4.4% | +1.1% |
| 30D | +7.6% | -13.2% | +20.8% | +12.9% |
| 3M | +13.9% | -3.7% | +17.6% | +14.9% |
| 6M | -2.4% | -17.7% | +15.3% | +3.7% |
| YTD | +0.3% | -21.5% | +21.8% | +8.1% |
| 1Y | -6.4% | -24.5% | +18.1% | +2.2% |
| 3Y | +43.1% | +6.9% | +36.2% | +35.8% |
| 5Y | +42.1% | -18.1% | +60.2% | +45.3% |
| 10Y | +220.9% | +134.7% | +86.2% | +123.4% |
| All | +664.3% | +449.8% | +214.6% | +311.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling