+192.9%
XOM vs ICE
+220.6%
-27.7%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.0% | -0.6% | +0.1% |
| 7D | +4.1% | -2.4% | +6.5% | +5.0% |
| 30D | +4.6% | +4.0% | +0.6% | +2.9% |
| 3M | +14.0% | +13.7% | +0.3% | +8.0% |
| 6M | +11.0% | +0.9% | +10.0% | +9.9% |
| YTD | +40.7% | -2.1% | +42.8% | +40.1% |
| 1Y | +52.3% | -9.5% | +61.8% | +56.4% |
| 3Y | +60.5% | +42.1% | +18.4% | +33.2% |
| 5Y | +266.4% | +41.4% | +225.0% | +196.2% |
| All | +192.9% | +220.6% | -27.7% | +74.4% |
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