+213.7%
ICE vs VICR
+1,679.8%
-1,466.1%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +11.2% | -10.1% | +0.2% |
| 7D | -2.4% | +5.0% | -7.4% | -2.8% |
| 30D | +4.0% | -12.5% | +16.5% | +4.8% |
| 3M | +13.7% | -33.6% | +47.3% | +15.8% |
| 6M | +0.9% | +10.7% | -9.7% | -3.3% |
| YTD | -2.1% | +80.6% | -82.7% | -11.1% |
| 1Y | -9.5% | +288.4% | -297.9% | -24.5% |
| 3Y | +42.1% | +213.8% | -171.7% | +16.0% |
| 5Y | +41.4% | +58.8% | -17.5% | +18.3% |
| All | +213.7% | +1,679.8% | -1,466.1% | +82.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VICR.
Daily Out/Under-Performance
Portfolio return minus VICR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VICR 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 VICR 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