+42.5%
ICE vs VFC
-25.9%
+68.4%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.9% | -0.3% | -2.1% |
| 7D | -1.2% | +0.8% | -2.0% | -1.2% |
| 30D | +5.0% | -11.9% | +16.9% | +5.7% |
| 3M | +13.9% | -20.2% | +34.0% | +15.2% |
| 6M | -4.4% | -23.0% | +18.6% | -3.3% |
| YTD | -1.9% | -26.2% | +24.3% | -0.6% |
| 1Y | -8.1% | -13.3% | +5.2% | -8.0% |
| 3Y | +42.5% | -25.5% | +68.0% | +41.1% |
| All | +42.5% | -25.9% | +68.4% | +41.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling