+170.7%
XLE vs ICE
+216.5%
-45.9%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.2% | +3.3% | +2.1% |
| 7D | 0.0% | -1.2% | +1.2% | +0.4% |
| 30D | +12.6% | +5.0% | +7.7% | +9.9% |
| 3M | +11.8% | +13.9% | -2.0% | +4.5% |
| 6M | +16.1% | -4.4% | +20.5% | +17.6% |
| YTD | +46.9% | -1.9% | +48.8% | +45.7% |
| 1Y | +53.3% | -8.1% | +61.4% | +56.9% |
| 3Y | +54.9% | +42.5% | +12.4% | +22.9% |
| 5Y | +225.7% | +40.6% | +185.1% | +152.3% |
| 10Y | +170.7% | +217.1% | -46.5% | +44.4% |
| All | +170.7% | +216.5% | -45.9% | +44.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling