+40.0%
ICE vs VGT
+131.4%
-91.5%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.0% | +0.6% | -0.1% |
| 7D | -5.3% | -1.0% | -4.3% | -5.0% |
| 30D | +3.0% | -0.4% | +3.5% | +3.1% |
| 3M | +11.4% | +6.6% | +4.8% | +8.5% |
| 6M | -2.0% | +31.0% | -33.1% | -12.0% |
| YTD | -3.1% | +27.2% | -30.4% | -12.2% |
| 1Y | -8.4% | +34.5% | -42.8% | -19.0% |
| 3Y | +40.7% | +123.1% | -82.4% | -3.8% |
| 5Y | +40.0% | +135.1% | -95.1% | -10.8% |
| All | +40.0% | +131.4% | -91.5% | -10.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VGT.
Daily Out/Under-Performance
Portfolio return minus VGT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VGT 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 VGT 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