+213.7%
ICE vs VIVK
-100.0%
+313.7%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -7.4% | +8.4% | +1.1% |
| 7D | -2.4% | -4.4% | +2.0% | -2.4% |
| 30D | +4.0% | -40.8% | +44.8% | +4.4% |
| 3M | +13.7% | -94.1% | +107.8% | +15.8% |
| 6M | +0.9% | -98.2% | +99.1% | +3.3% |
| YTD | -2.1% | -98.0% | +95.9% | -0.4% |
| 1Y | -9.5% | -100.0% | +90.5% | -5.4% |
| 3Y | +42.1% | -100.0% | +142.1% | +47.7% |
| 5Y | +41.4% | -100.0% | +141.4% | +46.9% |
| All | +213.7% | -100.0% | +313.7% | +213.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VIVK.
Daily Out/Under-Performance
Portfolio return minus VIVK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIVK 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 10y: compounded portfolio wealth divided by compounded VIVK 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…
10y analysis · Full analysis span regression · 6 months rolling