+40.0%
ICE vs VIAV
+128.3%
-88.4%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.5% | +4.1% | -0.2% |
| 7D | -5.3% | +11.2% | -16.5% | -5.9% |
| 30D | +3.0% | -2.6% | +5.6% | +2.9% |
| 3M | +11.4% | -20.1% | +31.6% | +12.3% |
| 6M | -2.0% | +25.8% | -27.9% | -7.0% |
| YTD | -3.1% | +109.9% | -113.0% | -14.5% |
| 1Y | -8.4% | +214.3% | -222.7% | -24.1% |
| 3Y | +40.7% | +281.6% | -240.9% | +10.5% |
| 5Y | +40.0% | +132.6% | -92.6% | +21.6% |
| All | +40.0% | +128.3% | -88.4% | +21.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling