+40.9%
ICE vs TGT
-27.7%
+68.6%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.3% | 0.0% | +0.3% |
| 7D | +3.6% | +2.6% | +1.0% | +3.1% |
| 30D | +15.1% | +4.7% | +10.4% | +14.1% |
| 3M | +15.4% | +4.6% | +10.8% | +14.3% |
| 6M | +16.1% | +34.9% | -18.7% | +9.8% |
| YTD | +11.4% | +70.9% | -59.6% | +0.2% |
| 1Y | +18.5% | +84.4% | -65.9% | +4.9% |
| 3Y | +70.5% | +69.1% | +1.4% | +45.5% |
| All | +40.9% | -27.7% | +68.6% | +43.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TGT.
Daily Out/Under-Performance
Portfolio return minus TGT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TGT 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 5y: compounded portfolio wealth divided by compounded TGT 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…
5y analysis · Full analysis span regression · 6 months rolling