+213.7%
ICE vs VEEV
+556.2%
-342.5%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.5% | +0.5% | +0.9% |
| 7D | -2.4% | -4.6% | +2.2% | -1.5% |
| 30D | +4.0% | +8.6% | -4.6% | +2.0% |
| 3M | +13.7% | +62.4% | -48.8% | +2.5% |
| 6M | +0.9% | +40.3% | -39.3% | -6.7% |
| YTD | -2.1% | +17.5% | -19.7% | -6.5% |
| 1Y | -9.5% | -6.1% | -3.4% | -9.7% |
| 3Y | +42.1% | +16.7% | +25.4% | +32.4% |
| 5Y | +41.4% | -13.3% | +54.7% | +36.0% |
| All | +213.7% | +556.2% | -342.5% | +106.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VEEV.
Daily Out/Under-Performance
Portfolio return minus VEEV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VEEV 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 VEEV 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