+44.2%
XLU vs ICE
+40.4%
+3.8%
-25.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.0% | -1.3% | -0.6% |
| 7D | -1.6% | -2.4% | +0.8% | -0.9% |
| 30D | -3.3% | +4.0% | -7.3% | -4.6% |
| 3M | -3.2% | +13.7% | -16.8% | -7.2% |
| 6M | -7.0% | +0.9% | -7.9% | -7.6% |
| YTD | +0.6% | -2.1% | +2.8% | +0.4% |
| 1Y | +2.4% | -9.5% | +12.0% | +5.1% |
| 3Y | +46.3% | +42.1% | +4.2% | +25.4% |
| All | +44.2% | +40.4% | +3.8% | +18.7% |
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 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