+20.7%
XLK vs ICE
+21.0%
-0.3%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.3% | -2.3% | +0.4% |
| 7D | -7.6% | +12.2% | -19.7% | -5.7% |
| 30D | -12.2% | +15.0% | -27.1% | -10.2% |
| 3M | -5.5% | +17.6% | -23.1% | -3.1% |
| 6M | +9.2% | +12.6% | -3.4% | +14.3% |
| YTD | +23.0% | +9.1% | +13.9% | +29.4% |
| 1Y | +20.7% | +20.6% | +0.1% | +25.9% |
| All | +20.7% | +21.0% | -0.3% | +25.9% |
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 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