+66.8%
ICE vs VFC
+47.8%
+19.0%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.7% | +2.0% | +1.4% |
| 7D | +3.2% | +3.5% | -0.3% | +2.9% |
| 30D | +12.9% | +38.3% | -25.4% | +10.4% |
| 3M | +17.5% | +40.2% | -22.6% | +14.7% |
| 6M | +14.0% | +10.6% | +3.4% | +12.8% |
| YTD | +10.0% | +16.7% | -6.7% | +8.1% |
| 1Y | +19.5% | +45.0% | -25.5% | +15.7% |
| 3Y | +66.8% | +48.8% | +18.0% | +58.3% |
| All | +66.8% | +47.8% | +19.0% | +58.3% |
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 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