+773.3%
ICE vs VCLT
+103.4%
+669.9%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.1% | -2.1% | -2.0% |
| 7D | -0.7% | -0.5% | -0.1% | -0.6% |
| 30D | +7.6% | -0.9% | +8.5% | +7.8% |
| 3M | +13.9% | -3.2% | +17.2% | +14.5% |
| 6M | -2.4% | -3.8% | +1.5% | -1.8% |
| YTD | +0.3% | -2.0% | +2.3% | +0.5% |
| 1Y | -6.4% | -0.8% | -5.6% | -6.3% |
| 3Y | +43.1% | +12.3% | +30.8% | +41.4% |
| 5Y | +42.1% | -15.4% | +57.5% | +39.1% |
| 10Y | +220.9% | +15.7% | +205.2% | +246.9% |
| All | +773.3% | +103.4% | +669.9% | +1,197.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling