+169.4%
XLV vs ICE
+220.6%
-51.2%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.0% | -1.2% | -0.6% |
| 7D | -3.6% | -2.4% | -1.2% | -2.6% |
| 30D | -1.8% | +4.0% | -5.8% | -3.5% |
| 3M | +7.8% | +13.7% | -5.9% | +1.9% |
| 6M | +9.1% | +0.9% | +8.2% | +8.1% |
| YTD | +7.7% | -2.1% | +9.9% | +7.4% |
| 1Y | +20.4% | -9.5% | +29.9% | +24.0% |
| 3Y | +30.8% | +42.1% | -11.3% | +8.8% |
| 5Y | +34.6% | +41.4% | -6.8% | +10.3% |
| All | +169.4% | +220.6% | -51.2% | +62.4% |
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