+42.6%
XLP vs ICE
+39.4%
+3.1%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.3% | -1.2% | -0.2% |
| 7D | +2.3% | +3.2% | -0.8% | +1.5% |
| 30D | +9.1% | +12.9% | -3.8% | +5.5% |
| 3M | +7.9% | +17.5% | -9.7% | +3.0% |
| 6M | +9.6% | +14.0% | -4.4% | +5.4% |
| YTD | +19.4% | +10.0% | +9.4% | +15.2% |
| 1Y | +22.4% | +19.5% | +2.8% | +14.9% |
| 3Y | +43.2% | +66.8% | -23.6% | +20.1% |
| 5Y | +42.6% | +40.3% | +2.2% | +23.2% |
| All | +42.6% | +39.4% | +3.1% | +23.2% |
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