+213.7%
ICE vs VCLT
+17.1%
+196.6%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | 0.0% | +1.0% | +1.0% |
| 7D | -2.4% | -1.4% | -1.0% | -1.9% |
| 30D | +4.0% | -1.2% | +5.2% | +4.5% |
| 3M | +13.7% | -4.8% | +18.4% | +15.8% |
| 6M | +0.9% | -2.6% | +3.5% | +1.9% |
| YTD | -2.1% | -3.3% | +1.2% | -0.9% |
| 1Y | -9.5% | -4.8% | -4.7% | -7.8% |
| 3Y | +42.1% | +11.5% | +30.6% | +36.3% |
| 5Y | +41.4% | -17.0% | +58.4% | +47.2% |
| All | +213.7% | +17.1% | +196.6% | +258.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VCLT.
Daily Out/Under-Performance
Portfolio return minus VCLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCLT 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 VCLT 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