+2,217.8%
XLK vs ICE
+2,260.0%
-42.2%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.8% | +0.2% |
| 7D | +2.3% | -0.9% | +3.2% | +2.5% |
| 30D | +0.8% | +4.0% | -3.1% | -0.4% |
| 3M | +4.1% | +11.0% | -6.9% | +0.4% |
| 6M | +34.8% | -5.0% | +39.7% | +35.7% |
| YTD | +30.8% | -2.7% | +33.5% | +30.4% |
| 1Y | +42.4% | -8.6% | +51.0% | +44.3% |
| 3Y | +121.8% | +41.4% | +80.4% | +96.9% |
| 5Y | +146.6% | +39.9% | +106.8% | +119.4% |
| 10Y | +804.3% | +214.9% | +589.4% | +551.5% |
| All | +2,217.8% | +2,260.0% | -42.2% | +1,009.7% |
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