+81.6%
XLF vs ICE
+69.4%
+12.2%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.4% | +0.4% | +0.7% |
| 7D | +2.7% | +3.6% | -1.0% | +1.2% |
| 30D | +7.6% | +15.1% | -7.5% | +1.7% |
| 3M | +1.1% | +15.4% | -14.3% | -4.6% |
| 6M | +15.9% | +16.1% | -0.2% | +9.0% |
| YTD | +8.4% | +11.4% | -2.9% | +3.0% |
| 1Y | +12.5% | +18.5% | -6.0% | +3.5% |
| 3Y | +81.6% | +70.5% | +11.0% | +46.2% |
| All | +81.6% | +69.4% | +12.2% | +46.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling