+41.7%
ICE vs TXG
-62.8%
+104.5%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +3.3% | -2.3% | +0.7% |
| 7D | -2.4% | +9.5% | -11.9% | -3.1% |
| 30D | +4.0% | +18.8% | -14.8% | +2.4% |
| 3M | +13.7% | +136.1% | -122.4% | +4.9% |
| 6M | +0.9% | +235.2% | -234.3% | -10.4% |
| YTD | -2.1% | +320.5% | -322.7% | -15.3% |
| 1Y | -9.5% | +425.2% | -434.7% | -24.0% |
| 3Y | +42.1% | +42.9% | -0.8% | +34.4% |
| All | +41.7% | -62.8% | +104.5% | +42.6% |
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