+2,263.8%
ICE vs VIAV
+297.9%
+1,965.9%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +11.2% | -13.3% | -4.7% |
| 7D | -1.2% | +11.3% | -12.5% | -3.8% |
| 30D | +5.0% | -1.0% | +6.0% | +4.2% |
| 3M | +13.9% | -20.5% | +34.4% | +16.4% |
| 6M | -4.4% | +39.0% | -43.4% | -17.3% |
| YTD | -1.9% | +117.5% | -119.4% | -25.8% |
| 1Y | -8.1% | +233.8% | -241.9% | -38.8% |
| 3Y | +42.5% | +295.4% | -252.9% | -13.1% |
| 5Y | +40.6% | +134.3% | -93.6% | -3.2% |
| 10Y | +217.1% | +398.7% | -181.6% | +67.1% |
| All | +2,263.8% | +297.9% | +1,965.9% | +779.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling