+264.8%
ICE vs VCIT
+30.9%
+233.8%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | 0.0% | +2.4% | +2.4% |
| 7D | +3.2% | -0.5% | +3.7% | +3.6% |
| 30D | +14.7% | +1.5% | +13.3% | +13.5% |
| 3M | +19.8% | -1.0% | +20.8% | +20.7% |
| 6M | +15.2% | -1.7% | +16.9% | +16.7% |
| YTD | +12.7% | -1.4% | +14.0% | +13.8% |
| 1Y | +20.4% | -0.9% | +21.3% | +21.3% |
| 3Y | +70.8% | +19.8% | +51.0% | +49.7% |
| 5Y | +43.9% | +4.6% | +39.3% | +34.8% |
| 10Y | +264.8% | +31.5% | +233.3% | +326.8% |
| All | +264.8% | +30.9% | +233.8% | +326.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VCIT.
Daily Out/Under-Performance
Portfolio return minus VCIT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCIT 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 10y: compounded portfolio wealth divided by compounded VCIT 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…
10y analysis · Full analysis span regression · 6 months rolling