+40.0%
ICE vs VIG
+61.5%
-21.5%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | 0.0% | 0.0% |
| 7D | -5.3% | -2.2% | -3.1% | -3.5% |
| 30D | +3.0% | -3.2% | +6.2% | +6.0% |
| 3M | +11.4% | +3.0% | +8.4% | +8.6% |
| 6M | -2.0% | +8.1% | -10.2% | -8.5% |
| YTD | -3.1% | +9.1% | -12.2% | -10.2% |
| 1Y | -8.4% | +12.6% | -20.9% | -17.4% |
| 3Y | +40.7% | +55.4% | -14.6% | -6.6% |
| 5Y | +40.0% | +62.8% | -22.8% | -11.0% |
| All | +40.0% | +61.5% | -21.5% | -11.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling