+719.8%
XLI vs ICE
+2,600.8%
-1,881.0%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.4% | -0.8% | -0.5% |
| 7D | +3.8% | +3.6% | +0.1% | +2.7% |
| 30D | +1.0% | +15.1% | -14.0% | -3.0% |
| 3M | -8.9% | +15.4% | -24.3% | -12.7% |
| 6M | -2.3% | +16.1% | -18.4% | -6.9% |
| YTD | +9.7% | +11.4% | -1.7% | +5.2% |
| 1Y | +12.3% | +18.5% | -6.2% | +5.9% |
| 3Y | +71.5% | +70.5% | +0.9% | +45.3% |
| 5Y | +70.2% | +40.9% | +29.3% | +51.1% |
| 10Y | +227.5% | +260.6% | -33.1% | +127.2% |
| All | +719.8% | +2,600.8% | -1,881.0% | +286.8% |
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 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