+15.4%
ICE vs VG
-44.1%
+59.5%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +4.7% | -6.3% | -1.6% |
| 7D | +2.2% | +15.1% | -12.9% | +2.1% |
| 30D | +13.7% | -4.2% | +17.9% | +13.7% |
| 3M | +17.9% | -3.1% | +21.0% | +17.9% |
| 6M | +15.0% | +0.3% | +14.6% | +14.8% |
| YTD | +10.9% | +95.5% | -84.5% | +9.0% |
| 1Y | +17.0% | +64.4% | -47.4% | +15.3% |
| All | +15.4% | -44.1% | +59.5% | +5.5% |
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 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