+139.5%
XLP vs ICE
+259.6%
-120.1%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.4% | +1.1% | +1.3% |
| 7D | +2.5% | +3.6% | -1.1% | +1.3% |
| 30D | +7.3% | +15.1% | -7.8% | +2.3% |
| 3M | +8.1% | +15.4% | -7.3% | +2.8% |
| 6M | +10.5% | +16.1% | -5.6% | +4.6% |
| YTD | +21.2% | +11.4% | +9.8% | +15.5% |
| 1Y | +22.7% | +18.5% | +4.3% | +14.3% |
| 3Y | +44.8% | +70.5% | -25.7% | +16.9% |
| 5Y | +44.7% | +40.9% | +3.8% | +23.7% |
| All | +139.5% | +259.6% | -120.1% | +57.9% |
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 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