-9.5%
ICE vs VIAV
+224.3%
-233.8%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VIAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +3.6% | -2.6% | +1.2% |
| 7D | -2.4% | +11.2% | -13.6% | -1.8% |
| 30D | +4.0% | -10.1% | +14.1% | +3.7% |
| 3M | +13.7% | -22.9% | +36.5% | +13.5% |
| 6M | +0.9% | +28.8% | -27.8% | +0.3% |
| YTD | -2.1% | +117.5% | -119.6% | -3.1% |
| 1Y | -9.5% | +216.1% | -225.6% | -9.2% |
| All | -9.5% | +224.3% | -233.8% | -9.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling