+290.7%
ICE vs XYZ
+655.2%
-364.4%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.8% | -2.5% | 0.0% |
| 7D | +3.6% | -1.1% | +4.7% | +3.7% |
| 30D | +15.1% | +11.5% | +3.6% | +13.2% |
| 3M | +15.4% | +1.8% | +13.6% | +14.7% |
| 6M | +16.1% | +21.2% | -5.1% | +12.4% |
| YTD | +11.4% | +29.9% | -18.6% | +6.1% |
| 1Y | +18.5% | +35.8% | -17.3% | +12.0% |
| 3Y | +70.5% | +62.6% | +7.9% | +51.0% |
| 5Y | +40.9% | -62.8% | +103.7% | +45.0% |
| 10Y | +260.6% | +612.0% | -351.4% | +172.5% |
| All | +290.7% | +655.2% | -364.4% | +206.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling