+37.8%
XLC vs ICE
+42.0%
-4.2%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.2% | +1.7% | +0.5% |
| 7D | +0.6% | -1.2% | +1.7% | +1.0% |
| 30D | +0.2% | +5.0% | -4.7% | -1.9% |
| 3M | +0.6% | +13.9% | -13.2% | -5.3% |
| 6M | -4.5% | -4.4% | -0.1% | -3.0% |
| YTD | -4.7% | -1.9% | -2.8% | -5.0% |
| 1Y | -1.7% | -8.1% | +6.5% | +1.2% |
| 3Y | +72.3% | +42.5% | +29.8% | +38.1% |
| 5Y | +37.8% | +40.6% | -2.9% | +7.2% |
| All | +37.8% | +42.0% | -4.2% | +7.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling