+30.8%
XLV vs ICE
+41.6%
-10.8%
-17.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.0% | -1.2% | -0.4% |
| 7D | -3.6% | -2.4% | -1.2% | -3.0% |
| 30D | -1.8% | +4.0% | -5.8% | -2.8% |
| 3M | +7.8% | +13.7% | -5.9% | +4.4% |
| 6M | +9.1% | +0.9% | +8.2% | +8.6% |
| YTD | +7.7% | -2.1% | +9.9% | +7.7% |
| 1Y | +20.4% | -9.5% | +29.9% | +23.3% |
| 3Y | +30.8% | +42.1% | -11.3% | +15.7% |
| All | +30.8% | +41.6% | -10.8% | +15.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling