+40.0%
ICE vs VIVK
-100.0%
+140.0%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.4% | -2.9% | -0.5% |
| 7D | -5.3% | -9.5% | +4.1% | -5.2% |
| 30D | +3.0% | -35.1% | +38.1% | +3.5% |
| 3M | +11.4% | -93.4% | +104.8% | +14.4% |
| 6M | -2.0% | -98.0% | +95.9% | +1.3% |
| YTD | -3.1% | -97.9% | +94.7% | -0.7% |
| 1Y | -8.4% | -100.0% | +91.6% | -1.4% |
| 3Y | +40.7% | -100.0% | +140.7% | +49.3% |
| 5Y | +40.0% | -100.0% | +140.0% | +47.5% |
| All | +40.0% | -100.0% | +140.0% | +47.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling