+800.7%
XLY vs ICE
+2,273.5%
-1,472.8%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.0% | -0.1% | +0.6% |
| 7D | -1.7% | -2.4% | +0.7% | -1.0% |
| 30D | -4.2% | +4.0% | -8.2% | -5.3% |
| 3M | -2.7% | +13.7% | -16.4% | -6.6% |
| 6M | -0.6% | +0.9% | -1.6% | -1.4% |
| YTD | -5.0% | -2.1% | -2.9% | -5.2% |
| 1Y | -4.1% | -9.5% | +5.4% | -2.2% |
| 3Y | +33.6% | +42.1% | -8.5% | +18.6% |
| 5Y | +28.7% | +41.4% | -12.7% | +14.4% |
| 10Y | +219.6% | +216.7% | +2.9% | +127.0% |
| All | +800.7% | +2,273.5% | -1,472.8% | +321.4% |
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 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