+213.7%
ICE vs VIAV
+419.4%
-205.8%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +3.6% | -2.6% | +0.6% |
| 7D | -2.4% | +11.2% | -13.6% | -3.9% |
| 30D | +4.0% | -10.1% | +14.1% | +5.1% |
| 3M | +13.7% | -22.9% | +36.5% | +16.2% |
| 6M | +0.9% | +28.8% | -27.8% | -7.6% |
| YTD | -2.1% | +117.5% | -119.6% | -20.4% |
| 1Y | -9.5% | +216.1% | -225.6% | -32.8% |
| 3Y | +42.1% | +292.2% | -250.1% | -2.9% |
| 5Y | +41.4% | +141.0% | -99.6% | +7.7% |
| All | +213.7% | +419.4% | -205.8% | +93.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VIAV.
Daily Out/Under-Performance
Portfolio return minus VIAV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIAV 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 10y: compounded portfolio wealth divided by compounded VIAV 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…
10y analysis · Full analysis span regression · 6 months rolling