+749.0%
XLI vs ICE
+2,331.7%
-1,582.7%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.0% | +2.4% | +1.0% |
| 7D | -1.1% | -0.7% | -0.4% | -0.9% |
| 30D | -5.9% | +7.6% | -13.6% | -7.9% |
| 3M | -0.3% | +13.9% | -14.2% | -4.2% |
| 6M | +0.1% | -2.4% | +2.5% | +0.2% |
| YTD | +13.6% | +0.3% | +13.3% | +12.5% |
| 1Y | +17.2% | -6.4% | +23.6% | +18.2% |
| 3Y | +68.2% | +43.1% | +25.1% | +50.0% |
| 5Y | +80.7% | +42.1% | +38.6% | +60.5% |
| 10Y | +253.3% | +220.9% | +32.3% | +153.5% |
| All | +749.0% | +2,331.7% | -1,582.7% | +313.3% |
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