+240.3%
XLF vs ICE
+2,260.0%
-2,019.6%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.8% | +0.4% | -0.1% |
| 7D | -1.0% | -0.9% | -0.2% | -0.7% |
| 30D | -1.3% | +4.0% | -5.3% | -3.1% |
| 3M | +9.1% | +11.0% | -1.8% | +3.7% |
| 6M | +14.4% | -5.0% | +19.3% | +16.2% |
| YTD | +5.1% | -2.7% | +7.8% | +5.2% |
| 1Y | +8.6% | -8.6% | +17.3% | +11.8% |
| 3Y | +74.4% | +41.4% | +33.1% | +46.5% |
| 5Y | +64.4% | +39.9% | +24.5% | +37.1% |
| 10Y | +251.6% | +214.9% | +36.7% | +105.1% |
| All | +240.3% | +2,260.0% | -2,019.6% | +10.9% |
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 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