+464.4%
XLU vs ICE
+2,249.6%
-1,785.2%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.5% | -0.9% |
| 7D | -1.2% | -5.3% | +4.1% | -0.1% |
| 30D | -2.5% | +3.0% | -5.6% | -3.2% |
| 3M | -2.7% | +11.4% | -14.2% | -5.0% |
| 6M | -7.5% | -2.0% | -5.4% | -7.4% |
| YTD | +0.9% | -3.1% | +4.1% | +1.0% |
| 1Y | +3.3% | -8.4% | +11.7% | +4.4% |
| 3Y | +47.3% | +40.7% | +6.6% | +36.2% |
| 5Y | +44.4% | +40.0% | +4.5% | +32.9% |
| 10Y | +140.8% | +213.5% | -72.7% | +91.2% |
| All | +464.4% | +2,249.6% | -1,785.2% | +235.6% |
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