-0.6%
XLC vs ICE
-7.2%
+6.6%
-11.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.0% | +0.8% | -0.8% |
| 7D | -0.8% | -0.7% | -0.2% | -0.7% |
| 30D | +1.0% | +7.6% | -6.6% | -0.4% |
| 3M | -0.7% | +13.9% | -14.6% | -3.4% |
| 6M | -5.1% | -2.4% | -2.8% | -5.3% |
| YTD | -4.3% | +0.3% | -4.5% | -5.0% |
| 1Y | -0.6% | -6.4% | +5.9% | +1.2% |
| All | -0.6% | -7.2% | +6.6% | +1.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ICE.
Daily Out/Under-Performance
Portfolio return minus ICE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ICE 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 1y: compounded portfolio wealth divided by compounded ICE 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…
1y analysis · Full analysis span regression · 6 months rolling