+40.0%
ICE vs VCLT
-17.3%
+57.2%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.2% | +0.7% | +0.1% |
| 7D | -5.3% | -1.3% | -4.0% | -4.7% |
| 30D | +3.0% | -1.1% | +4.1% | +3.6% |
| 3M | +11.4% | -3.7% | +15.1% | +13.4% |
| 6M | -2.0% | -4.0% | +2.0% | -0.2% |
| YTD | -3.1% | -3.4% | +0.3% | -1.6% |
| 1Y | -8.4% | -4.1% | -4.2% | -6.5% |
| 3Y | +40.7% | +11.0% | +29.8% | +33.9% |
| 5Y | +40.0% | -17.0% | +57.0% | +40.1% |
| All | +40.0% | -17.3% | +57.2% | +40.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling