+12.3%
XLI vs ICE
+21.0%
-8.7%
-12.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.3% | -3.4% | -1.1% |
| 7D | +0.6% | +12.2% | -11.6% | +0.4% |
| 30D | -0.4% | +15.0% | -15.3% | -0.6% |
| 3M | -8.8% | +17.6% | -26.5% | -9.0% |
| 6M | -0.4% | +12.6% | -13.0% | +0.4% |
| YTD | +10.1% | +9.1% | +1.0% | +10.0% |
| 1Y | +12.3% | +20.6% | -8.3% | +7.4% |
| All | +12.3% | +21.0% | -8.7% | +7.4% |
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