+210.5%
ICE vs VFC
-70.4%
+280.9%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.6% | +1.1% | -0.2% |
| 7D | -5.3% | -3.3% | -2.1% | -4.9% |
| 30D | +3.0% | -14.0% | +17.0% | +5.3% |
| 3M | +11.4% | -22.6% | +34.0% | +15.1% |
| 6M | -2.0% | -24.7% | +22.7% | +1.2% |
| YTD | -3.1% | -29.0% | +25.8% | +0.6% |
| 1Y | -8.4% | -13.8% | +5.4% | -8.2% |
| 3Y | +40.7% | -28.2% | +69.0% | +34.5% |
| 5Y | +40.0% | -79.0% | +118.9% | +79.0% |
| All | +210.5% | -70.4% | +280.9% | +256.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VFC.
Daily Out/Under-Performance
Portfolio return minus VFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VFC 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded VFC 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling