+264.9%
ICE vs VCLT
+21.5%
+243.3%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.8% | +0.5% |
| 7D | +3.6% | -2.3% | +5.9% | +4.6% |
| 30D | +15.1% | +0.8% | +14.3% | +14.8% |
| 3M | +15.4% | -2.7% | +18.0% | +16.6% |
| 6M | +16.1% | -4.3% | +20.4% | +18.1% |
| YTD | +11.4% | -4.3% | +15.7% | +13.3% |
| 1Y | +18.5% | -4.4% | +22.8% | +20.5% |
| 3Y | +70.5% | +13.8% | +56.8% | +62.2% |
| 5Y | +40.9% | -17.0% | +57.9% | +47.4% |
| All | +264.9% | +21.5% | +243.3% | +337.8% |
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