+3.6%
XLY vs ICE
+21.0%
-17.4%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +2.3% | +1.9% | +4.0% |
| 7D | +6.1% | +12.2% | -6.1% | +5.0% |
| 30D | +10.8% | +15.0% | -4.2% | +9.3% |
| 3M | +3.6% | +17.6% | -14.0% | +2.1% |
| 6M | +4.4% | +12.6% | -8.2% | +3.2% |
| YTD | +3.1% | +9.1% | -6.0% | +1.2% |
| 1Y | +3.6% | +20.6% | -17.0% | -1.9% |
| All | +3.6% | +21.0% | -17.4% | -1.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling