+2,263.8%
ICE vs VICR
+1,222.9%
+1,040.9%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +2.5% | -4.7% | -2.6% |
| 7D | -1.2% | +9.8% | -11.0% | -3.0% |
| 30D | +5.0% | -12.6% | +17.6% | +6.9% |
| 3M | +13.9% | -29.7% | +43.6% | +17.8% |
| 6M | -4.4% | +18.8% | -23.3% | -14.5% |
| YTD | -1.9% | +76.4% | -78.3% | -20.4% |
| 1Y | -8.1% | +282.4% | -290.5% | -38.1% |
| 3Y | +42.5% | +206.2% | -163.7% | -9.0% |
| 5Y | +40.6% | +53.9% | -13.3% | -7.0% |
| 10Y | +217.1% | +1,572.3% | -1,355.2% | -15.9% |
| All | +2,263.8% | +1,222.9% | +1,040.9% | +314.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling