+52.3%
XOM vs ICE
-7.7%
+60.0%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.0% | -0.6% | +0.4% |
| 7D | +4.1% | -2.4% | +6.5% | +4.2% |
| 30D | +4.6% | +4.0% | +0.6% | +4.3% |
| 3M | +14.0% | +13.7% | +0.3% | +12.8% |
| 6M | +11.0% | +0.9% | +10.0% | +10.8% |
| YTD | +40.7% | -2.1% | +42.8% | +38.8% |
| 1Y | +52.3% | -9.5% | +61.8% | +49.8% |
| All | +52.3% | -7.7% | +60.0% | +49.8% |
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