+18.5%
ICE vs VCLT
-4.7%
+23.1%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.8% | +0.6% |
| 7D | +3.6% | -2.3% | +5.9% | +4.7% |
| 30D | +15.1% | +0.8% | +14.3% | +14.8% |
| 3M | +15.4% | -2.7% | +18.0% | +16.4% |
| 6M | +16.1% | -4.3% | +20.4% | +18.0% |
| YTD | +11.4% | -4.3% | +15.7% | +13.8% |
| 1Y | +18.5% | -4.4% | +22.8% | +21.2% |
| All | +18.5% | -4.7% | +23.1% | +21.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling