+43.4%
XLK vs ICE
-7.2%
+50.5%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.0% | +2.7% | +0.5% |
| 7D | +0.9% | -0.7% | +1.5% | +0.8% |
| 30D | +0.7% | +7.6% | -6.9% | +1.5% |
| 3M | -2.9% | +13.9% | -16.9% | -0.9% |
| 6M | +34.3% | -2.4% | +36.6% | +38.1% |
| YTD | +30.4% | +0.3% | +30.1% | +34.5% |
| 1Y | +43.4% | -6.4% | +49.8% | +46.9% |
| All | +43.4% | -7.2% | +50.5% | +46.9% |
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