+12.9%
ICE vs VG
-51.4%
+64.3%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.0% | +3.5% | -0.5% |
| 7D | +6.7% | -22.0% | +28.7% | +6.9% |
| 30D | +13.4% | -14.7% | +28.1% | +13.5% |
| 3M | +16.5% | -7.1% | +23.6% | +16.5% |
| 6M | +12.8% | -11.2% | +24.0% | +12.8% |
| YTD | +8.5% | +69.8% | -61.3% | +6.7% |
| 1Y | +20.6% | +49.9% | -29.3% | +18.8% |
| All | +12.9% | -51.4% | +64.3% | +3.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling