+253.9%
XLI vs ICE
+220.6%
+33.3%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.0% | 0.0% | +0.6% |
| 7D | -1.7% | -2.4% | +0.7% | -0.5% |
| 30D | -7.3% | +4.0% | -11.3% | -9.1% |
| 3M | -1.3% | +13.7% | -15.0% | -7.9% |
| 6M | +2.2% | +0.9% | +1.3% | +0.8% |
| YTD | +11.7% | -2.1% | +13.8% | +11.0% |
| 1Y | +14.3% | -9.5% | +23.8% | +18.1% |
| 3Y | +70.3% | +42.1% | +28.3% | +36.4% |
| 5Y | +82.3% | +41.4% | +40.9% | +43.4% |
| All | +253.9% | +220.6% | +33.3% | +90.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling