+256.2%
ICE vs VCIT
+30.3%
+225.9%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.7% | +2.0% | +1.9% |
| 7D | +3.2% | +0.1% | +3.1% | +3.1% |
| 30D | +12.9% | +1.1% | +11.8% | +12.0% |
| 3M | +17.5% | -1.4% | +18.9% | +18.8% |
| 6M | +14.0% | -2.3% | +16.3% | +16.0% |
| YTD | +10.0% | -1.8% | +11.8% | +11.5% |
| 1Y | +19.5% | -1.0% | +20.5% | +20.4% |
| 3Y | +66.8% | +19.3% | +47.5% | +46.7% |
| 5Y | +40.3% | +3.8% | +36.6% | +32.1% |
| All | +256.2% | +30.3% | +225.9% | +318.3% |
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