+385.1%
ICE vs VEEV
+623.9%
-238.8%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.3% | +1.2% | -1.5% |
| 7D | -0.7% | -0.6% | -0.1% | -0.6% |
| 30D | +7.6% | +28.8% | -21.2% | +2.8% |
| 3M | +13.9% | +54.0% | -40.1% | +5.5% |
| 6M | -2.4% | +46.0% | -48.3% | -9.2% |
| YTD | +0.3% | +23.2% | -23.0% | -4.2% |
| 1Y | -6.4% | +1.9% | -8.3% | -7.9% |
| 3Y | +43.1% | +27.0% | +16.1% | +33.2% |
| 5Y | +42.1% | -13.4% | +55.5% | +37.2% |
| 10Y | +220.9% | +575.2% | -354.3% | +137.4% |
| All | +385.1% | +623.9% | -238.8% | +250.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling