+251.8%
ICE vs XYZ
+638.9%
-387.1%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.7% | -1.3% | -1.9% |
| 7D | -0.7% | -1.0% | +0.3% | -0.6% |
| 30D | +7.6% | -1.7% | +9.3% | +7.8% |
| 3M | +13.9% | +16.7% | -2.8% | +11.2% |
| 6M | -2.4% | +26.9% | -29.2% | -6.1% |
| YTD | +0.3% | +27.1% | -26.9% | -4.0% |
| 1Y | -6.4% | +9.3% | -15.7% | -8.8% |
| 3Y | +43.1% | +42.3% | +0.8% | +29.1% |
| 5Y | +42.1% | -69.3% | +111.4% | +50.5% |
| 10Y | +220.9% | +586.8% | -365.9% | +143.6% |
| All | +251.8% | +638.9% | -387.1% | +177.0% |
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 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