-4.1%
XLC vs ICE
+18.5%
-22.6%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.5% | +0.6% | -0.7% |
| 7D | +3.1% | +2.2% | +0.9% | +2.7% |
| 30D | -4.2% | +13.7% | -17.9% | -6.3% |
| 3M | -2.1% | +17.9% | -20.1% | -4.9% |
| 6M | -6.6% | +15.0% | -21.6% | -9.3% |
| YTD | -7.8% | +10.9% | -18.7% | -10.1% |
| 1Y | -4.1% | +17.0% | -21.1% | -8.2% |
| All | -4.1% | +18.5% | -22.6% | -8.2% |
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