+1,270.5%
ICE vs VIG
+617.8%
+652.6%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.8% | -1.4% | -1.2% |
| 7D | -1.2% | -0.4% | -0.7% | -0.6% |
| 30D | +5.0% | -2.1% | +7.1% | +7.8% |
| 3M | +13.9% | +3.3% | +10.5% | +9.2% |
| 6M | -4.4% | +9.3% | -13.7% | -14.9% |
| YTD | -1.9% | +10.1% | -12.1% | -13.6% |
| 1Y | -8.1% | +14.7% | -22.8% | -23.2% |
| 3Y | +42.5% | +56.9% | -14.4% | -22.1% |
| 5Y | +40.6% | +62.9% | -22.3% | -27.8% |
| 10Y | +217.1% | +241.3% | -24.2% | -47.8% |
| All | +1,270.5% | +617.8% | +652.6% | -28.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling