+465.7%
XOM vs ICE
+2,279.0%
-1,813.3%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.2% | +2.9% | +1.3% |
| 7D | -2.4% | -1.2% | -1.2% | -2.1% |
| 30D | +5.7% | +5.0% | +0.7% | +4.3% |
| 3M | +6.6% | +13.9% | -7.3% | +2.8% |
| 6M | +7.7% | -4.4% | +12.1% | +8.4% |
| YTD | +36.2% | -1.9% | +38.1% | +35.8% |
| 1Y | +50.5% | -8.1% | +58.6% | +52.4% |
| 3Y | +53.4% | +42.5% | +10.9% | +37.5% |
| 5Y | +254.2% | +40.6% | +213.5% | +215.3% |
| 10Y | +177.9% | +217.1% | -39.2% | +101.2% |
| All | +465.7% | +2,279.0% | -1,813.3% | +165.4% |
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