+20.6%
ICE vs VIG
+19.5%
+1.1%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +2.1% | +0.2% | +0.8% |
| 7D | +12.2% | +2.7% | +9.4% | +10.0% |
| 30D | +15.0% | +7.0% | +8.0% | +9.9% |
| 3M | +17.6% | +4.0% | +13.6% | +14.5% |
| 6M | +12.6% | +12.3% | +0.3% | +4.3% |
| YTD | +9.1% | +16.4% | -7.3% | -1.2% |
| 1Y | +20.6% | +19.2% | +1.4% | +6.8% |
| All | +20.6% | +19.5% | +1.1% | +6.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 1y: compounded portfolio wealth divided by compounded VIG 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…
1y analysis · Full analysis span regression · 6 months rolling