+49.9%
XLE vs ICE
+21.0%
+28.8%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +2.3% | -7.1% | -4.8% |
| 7D | -7.2% | +12.2% | -19.4% | -7.7% |
| 30D | +0.1% | +15.0% | -14.9% | -0.6% |
| 3M | +9.2% | +17.6% | -8.4% | +8.3% |
| 6M | +8.4% | +12.6% | -4.2% | +7.6% |
| YTD | +44.9% | +9.1% | +35.8% | +40.5% |
| 1Y | +49.9% | +20.6% | +29.3% | +39.8% |
| All | +49.9% | +21.0% | +28.8% | +39.8% |
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