+149.9%
XLE vs ICE
+34.9%
+115.1%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +1.0% | +0.2% |
| 7D | -12.0% | +2.0% | -14.0% | -12.5% |
| 30D | -2.7% | +12.9% | -15.6% | -5.9% |
| 3M | +6.6% | +15.4% | -8.8% | +2.4% |
| 6M | +9.5% | +13.1% | -3.6% | +5.7% |
| YTD | +40.6% | +7.5% | +33.1% | +36.7% |
| 1Y | +43.6% | +18.3% | +25.3% | +35.2% |
| 3Y | +58.1% | +65.9% | -7.8% | +31.3% |
| All | +149.9% | +34.9% | +115.1% | +113.1% |
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