+18.0%
ICE vs VG
+32.8%
-14.8%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.3% | -1.3% | +1.0% |
| 7D | +1.0% | -8.3% | +9.3% | +0.9% |
| 30D | +11.4% | -10.3% | +21.8% | +11.3% |
| 3M | +16.2% | -10.8% | +27.0% | +16.0% |
| 6M | +12.5% | +3.5% | +9.0% | +12.4% |
| YTD | +8.6% | +74.0% | -65.4% | +7.8% |
| All | +18.0% | +32.8% | -14.8% | +18.5% |
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