+101.4%
XLP vs ICE
+220.5%
-119.2%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.0% | +1.2% | -0.1% |
| 7D | -1.0% | -0.7% | -0.4% | -0.8% |
| 30D | -0.9% | +7.6% | -8.5% | -3.4% |
| 3M | +3.8% | +13.9% | -10.1% | -0.9% |
| 6M | -1.7% | -2.4% | +0.6% | -1.4% |
| YTD | +10.3% | +0.3% | +10.0% | +9.1% |
| 1Y | +7.8% | -6.4% | +14.2% | +9.2% |
| 3Y | +27.2% | +43.1% | -15.9% | +9.4% |
| 5Y | +32.5% | +42.1% | -9.6% | +12.4% |
| All | +101.4% | +220.5% | -119.2% | +40.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling