+845.4%
ICE vs VCIT
+96.6%
+748.8%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.2% | -0.8% | -0.6% |
| 7D | +6.7% | +0.5% | +6.3% | +6.6% |
| 30D | +13.4% | +2.1% | +11.3% | +12.7% |
| 3M | +16.5% | -1.6% | +18.1% | +17.1% |
| 6M | +12.8% | -1.6% | +14.4% | +13.4% |
| YTD | +8.5% | -1.5% | +10.1% | +9.0% |
| 1Y | +20.6% | -0.4% | +21.0% | +20.7% |
| 3Y | +67.4% | +19.6% | +47.8% | +60.6% |
| 5Y | +36.6% | +3.3% | +33.3% | +28.4% |
| 10Y | +270.4% | +28.9% | +241.5% | +302.4% |
| All | +845.4% | +96.6% | +748.8% | +1,597.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling