+20.6%
ICE vs VG
+47.2%
-26.6%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -7.7% | +10.0% | +2.3% |
| 7D | +12.2% | -16.4% | +28.5% | +12.0% |
| 30D | +15.0% | -10.8% | +25.7% | +14.9% |
| 3M | +17.6% | -6.3% | +23.9% | +17.5% |
| 6M | +12.6% | -12.5% | +25.1% | +12.6% |
| YTD | +9.1% | +76.9% | -67.8% | +8.0% |
| 1Y | +20.6% | +51.8% | -31.2% | +20.1% |
| All | +20.6% | +47.2% | -26.6% | +20.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VG.
Daily Out/Under-Performance
Portfolio return minus VG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VG 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 1y: compounded portfolio wealth divided by compounded VG 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…
1y analysis · Full analysis span regression · 6 months rolling