+42.1%
ICE vs VICR
+209.3%
-167.2%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +11.2% | -10.1% | +1.0% |
| 7D | -2.4% | +5.0% | -7.4% | -2.4% |
| 30D | +4.0% | -12.5% | +16.5% | +4.1% |
| 3M | +13.7% | -33.6% | +47.3% | +13.7% |
| 6M | +0.9% | +10.7% | -9.7% | -1.2% |
| YTD | -2.1% | +80.6% | -82.7% | -6.3% |
| 1Y | -9.5% | +288.4% | -297.9% | -16.3% |
| 3Y | +42.1% | +213.8% | -171.7% | +32.3% |
| All | +42.1% | +209.3% | -167.2% | +32.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling