+40.0%
ICE vs VICR
+42.6%
-2.6%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.2% | +2.7% | -0.3% |
| 7D | -5.3% | -0.4% | -4.9% | -5.3% |
| 30D | +3.0% | -15.6% | +18.6% | +3.6% |
| 3M | +11.4% | -35.4% | +46.8% | +12.5% |
| 6M | -2.0% | +1.3% | -3.3% | -4.7% |
| YTD | -3.1% | +62.5% | -65.6% | -9.1% |
| 1Y | -8.4% | +255.5% | -263.8% | -19.0% |
| 3Y | +40.7% | +182.0% | -141.3% | +22.6% |
| 5Y | +40.0% | +42.9% | -3.0% | +25.8% |
| All | +40.0% | +42.6% | -2.6% | +25.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling