+14.4%
ICE vs VG
-49.4%
+63.8%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.7% | -0.4% | +1.3% |
| 7D | +3.2% | -7.7% | +10.9% | +3.2% |
| 30D | +12.9% | -8.8% | +21.7% | +13.0% |
| 3M | +17.5% | -15.6% | +33.2% | +17.7% |
| 6M | +14.0% | +5.2% | +8.8% | +13.7% |
| YTD | +10.0% | +76.9% | -66.9% | +8.2% |
| 1Y | +19.5% | +42.5% | -23.0% | +17.9% |
| All | +14.4% | -49.4% | +63.8% | +4.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling