+148.7%
XLK vs ICE
+40.4%
+108.3%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.0% | +0.3% | +0.9% |
| 7D | +0.2% | -2.4% | +2.6% | +1.2% |
| 30D | -0.6% | +4.0% | -4.6% | -2.4% |
| 3M | +2.6% | +13.7% | -11.1% | -3.7% |
| 6M | +34.0% | +0.9% | +33.0% | +32.8% |
| YTD | +30.7% | -2.1% | +32.8% | +30.5% |
| 1Y | +39.2% | -9.5% | +48.7% | +45.1% |
| 3Y | +120.4% | +42.1% | +78.3% | +70.4% |
| All | +148.7% | +40.4% | +108.3% | +86.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling