+360.9%
XLE vs ICE
+2,506.4%
-2,145.5%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +1.0% | +0.3% |
| 7D | -12.0% | +2.0% | -14.0% | -12.7% |
| 30D | -2.7% | +12.9% | -15.6% | -6.8% |
| 3M | +6.6% | +15.4% | -8.8% | +1.3% |
| 6M | +9.5% | +13.1% | -3.6% | +4.4% |
| YTD | +40.6% | +7.5% | +33.1% | +35.4% |
| 1Y | +43.6% | +18.3% | +25.3% | +33.9% |
| 3Y | +58.1% | +65.9% | -7.8% | +30.4% |
| 5Y | +152.2% | +35.2% | +117.0% | +120.1% |
| 10Y | +172.9% | +266.7% | -93.8% | +72.6% |
| All | +360.9% | +2,506.4% | -2,145.5% | +71.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling