+40.9%
ICE vs TXG
-65.2%
+106.1%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.5% | +1.9% | +0.5% |
| 7D | +3.6% | -1.8% | +5.5% | +3.7% |
| 30D | +15.1% | -20.4% | +35.5% | +16.4% |
| 3M | +15.4% | +0.1% | +15.3% | +13.8% |
| 6M | +16.1% | +176.2% | -160.0% | +3.9% |
| YTD | +11.4% | +256.8% | -245.4% | -3.6% |
| 1Y | +18.5% | +255.9% | -237.4% | +2.3% |
| 3Y | +70.5% | +60.2% | +10.3% | +56.0% |
| All | +40.9% | -65.2% | +106.1% | +42.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TXG.
Daily Out/Under-Performance
Portfolio return minus TXG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXG 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 TXG 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