+176.5%
XLE vs ICE
+258.3%
-81.8%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.5% | +3.0% | +2.2% |
| 7D | +4.4% | +2.2% | +2.2% | +3.3% |
| 30D | -4.3% | +13.7% | -18.0% | -10.1% |
| 3M | +6.0% | +17.9% | -11.9% | -2.4% |
| 6M | +13.2% | +15.0% | -1.7% | +5.1% |
| YTD | +46.7% | +10.9% | +35.8% | +37.0% |
| 1Y | +46.6% | +17.0% | +29.6% | +33.0% |
| 3Y | +69.6% | +68.2% | +1.4% | +23.6% |
| 5Y | +166.5% | +40.4% | +126.1% | +111.0% |
| All | +176.5% | +258.3% | -81.8% | +35.9% |
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