+662.6%
XLV vs ICE
+2,249.6%
-1,587.0%
-39.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.1% | -0.5% |
| 7D | -4.4% | -5.3% | +0.9% | -3.3% |
| 30D | -1.4% | +3.0% | -4.4% | -2.0% |
| 3M | +8.9% | +11.4% | -2.6% | +6.3% |
| 6M | +9.1% | -2.0% | +11.1% | +9.3% |
| YTD | +7.9% | -3.1% | +11.1% | +8.1% |
| 1Y | +22.7% | -8.4% | +31.1% | +24.2% |
| 3Y | +31.9% | +40.7% | -8.8% | +22.1% |
| 5Y | +34.9% | +40.0% | -5.1% | +24.4% |
| 10Y | +173.9% | +213.5% | -39.6% | +118.4% |
| All | +662.6% | +2,249.6% | -1,587.0% | +366.6% |
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