+40.6%
ICE vs VEEV
+18.3%
+22.4%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.1% | -0.5% | -0.5% |
| 7D | -5.3% | -8.2% | +2.9% | -4.2% |
| 30D | +3.0% | +10.3% | -7.3% | +1.4% |
| 3M | +11.4% | +59.4% | -47.9% | +4.1% |
| 6M | -2.0% | +37.6% | -39.6% | -6.9% |
| YTD | -3.1% | +16.9% | -20.0% | -6.3% |
| 1Y | -8.4% | -5.0% | -3.4% | -9.3% |
| All | +40.6% | +18.3% | +22.4% | +34.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling