+70.5%
ICE vs VCLT
+14.4%
+56.1%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.8% | +0.6% |
| 7D | +3.6% | -2.3% | +5.9% | +4.9% |
| 30D | +15.1% | +0.8% | +14.3% | +14.7% |
| 3M | +15.4% | -2.7% | +18.0% | +16.9% |
| 6M | +16.1% | -4.3% | +20.4% | +18.7% |
| YTD | +11.4% | -4.3% | +15.7% | +13.9% |
| 1Y | +18.5% | -4.4% | +22.8% | +21.2% |
| 3Y | +70.5% | +13.8% | +56.8% | +68.8% |
| All | +70.5% | +14.4% | +56.1% | +68.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling