+2,263.8%
ICE vs TGT
+402.6%
+1,861.2%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.1% | -1.1% | -1.8% |
| 7D | -1.2% | -0.6% | -0.5% | -0.9% |
| 30D | +5.0% | +9.5% | -4.6% | +1.1% |
| 3M | +13.9% | +32.3% | -18.4% | +1.3% |
| 6M | -4.4% | +37.0% | -41.4% | -16.7% |
| YTD | -1.9% | +71.0% | -73.0% | -22.4% |
| 1Y | -8.1% | +85.0% | -93.1% | -29.9% |
| 3Y | +42.5% | +46.8% | -4.3% | +10.4% |
| 5Y | +40.6% | -22.7% | +63.4% | +39.0% |
| 10Y | +217.1% | +216.3% | +0.9% | +31.7% |
| All | +2,263.8% | +402.6% | +1,861.2% | +491.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling