+41.9%
XLC vs ICE
+40.6%
+1.4%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.3% | -1.0% | -0.2% |
| 7D | +6.2% | +3.2% | +3.1% | +4.9% |
| 30D | -2.4% | +12.9% | -15.3% | -7.5% |
| 3M | -3.3% | +17.5% | -20.9% | -10.1% |
| 6M | -7.3% | +14.0% | -21.3% | -12.9% |
| YTD | -7.6% | +10.0% | -17.6% | -12.5% |
| 1Y | -3.7% | +19.5% | -23.2% | -12.7% |
| 3Y | +62.9% | +66.8% | -3.8% | +20.4% |
| All | +41.9% | +40.6% | +1.4% | +10.6% |
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