+46.6%
XLE vs ICE
+18.5%
+28.1%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.5% | +3.0% | +1.6% |
| 7D | +4.4% | +2.2% | +2.2% | +4.3% |
| 30D | -4.3% | +13.7% | -18.0% | -4.8% |
| 3M | +6.0% | +17.9% | -11.9% | +5.2% |
| 6M | +13.2% | +15.0% | -1.7% | +12.3% |
| YTD | +46.7% | +10.9% | +35.8% | +42.0% |
| 1Y | +46.6% | +17.0% | +29.6% | +38.8% |
| All | +46.6% | +18.5% | +28.1% | +38.8% |
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