+2,316.3%
ICE vs VFC
+87.1%
+2,229.1%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.4% | -4.4% | -2.7% |
| 7D | -0.7% | -1.6% | +1.0% | -0.2% |
| 30D | +7.6% | -11.6% | +19.3% | +11.5% |
| 3M | +13.9% | -18.1% | +32.0% | +19.4% |
| 6M | -2.4% | -27.4% | +25.0% | +5.1% |
| YTD | +0.3% | -24.8% | +25.1% | +6.1% |
| 1Y | -6.4% | -8.2% | +1.8% | -8.3% |
| 3Y | +43.1% | -29.1% | +72.2% | +27.6% |
| 5Y | +42.1% | -79.2% | +121.3% | +109.1% |
| 10Y | +220.9% | -68.1% | +289.0% | +211.0% |
| All | +2,316.3% | +87.1% | +2,229.1% | +492.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling