+40.0%
ICE vs XYZ
-68.7%
+108.7%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | -0.4% |
| 7D | -5.3% | -5.2% | -0.2% | -4.7% |
| 30D | +3.0% | 0.0% | +3.0% | +2.9% |
| 3M | +11.4% | +18.7% | -7.2% | +8.8% |
| 6M | -2.0% | +20.5% | -22.6% | -4.9% |
| YTD | -3.1% | +21.5% | -24.6% | -6.4% |
| 1Y | -8.4% | +7.2% | -15.6% | -10.3% |
| 3Y | +40.7% | +49.0% | -8.2% | +26.3% |
| 5Y | +40.0% | -68.1% | +108.1% | +46.0% |
| All | +40.0% | -68.7% | +108.7% | +46.0% |
Cumulative growth
Daily Returns
Daily percentage return beside XYZ.
Daily Out/Under-Performance
Portfolio return minus XYZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYZ 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 XYZ 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