+37.2%
ICE vs TXT
+13.0%
+24.2%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.2% | -1.2% | +0.5% |
| 7D | +1.0% | -3.5% | +4.5% | +1.9% |
| 30D | +11.4% | +15.2% | -3.7% | +7.4% |
| 3M | +16.2% | -4.5% | +20.6% | +17.2% |
| 6M | +12.5% | -6.1% | +18.6% | +13.5% |
| YTD | +8.6% | -2.0% | +10.5% | +7.6% |
| 1Y | +18.4% | +4.2% | +14.1% | +15.2% |
| 3Y | +66.4% | +14.4% | +52.0% | +52.9% |
| 5Y | +37.2% | +12.3% | +24.9% | +23.8% |
| All | +37.2% | +13.0% | +24.2% | +23.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TXT.
Daily Out/Under-Performance
Portfolio return minus TXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXT 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 TXT 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