+600.7%
ICE vs VEU
+188.7%
+412.0%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.8% | 0.0% | -0.1% |
| 7D | -0.9% | +0.3% | -1.2% | -1.1% |
| 30D | +4.0% | +0.7% | +3.3% | +3.3% |
| 3M | +11.0% | +4.7% | +6.3% | +5.5% |
| 6M | -5.0% | +11.6% | -16.6% | -16.0% |
| YTD | -2.7% | +16.8% | -19.5% | -18.0% |
| 1Y | -8.6% | +24.9% | -33.5% | -27.9% |
| 3Y | +41.4% | +75.7% | -34.4% | -21.5% |
| 5Y | +39.9% | +56.1% | -16.3% | -13.9% |
| 10Y | +214.9% | +153.6% | +61.3% | +12.6% |
| All | +600.7% | +188.7% | +412.0% | +114.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VEU.
Daily Out/Under-Performance
Portfolio return minus VEU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VEU 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 VEU 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