+45.0%
ICE vs VCIT
+4.1%
+40.9%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | 0.0% | -2.0% | -2.0% |
| 7D | -0.7% | -0.3% | -0.3% | -0.3% |
| 30D | +7.6% | -0.8% | +8.4% | +8.4% |
| 3M | +13.9% | -1.0% | +14.9% | +15.0% |
| 6M | -2.4% | -1.8% | -0.5% | -0.6% |
| YTD | +0.3% | -0.7% | +1.0% | +0.9% |
| 1Y | -6.4% | +1.0% | -7.4% | -7.3% |
| 3Y | +43.1% | +18.8% | +24.3% | +21.1% |
| All | +45.0% | +4.1% | +40.9% | +30.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling