+17.2%
ICE vs VG
-46.6%
+63.8%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +5.5% | -3.1% | +2.3% |
| 7D | +3.2% | +5.5% | -2.3% | +3.2% |
| 30D | +14.7% | -3.6% | +18.3% | +14.7% |
| 3M | +19.8% | -4.0% | +23.8% | +19.8% |
| 6M | +15.2% | +9.4% | +5.8% | +14.9% |
| YTD | +12.7% | +86.6% | -74.0% | +10.7% |
| 1Y | +20.4% | +69.5% | -49.1% | +18.5% |
| All | +17.2% | -46.6% | +63.8% | +7.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling