+931.6%
ICE vs VIVK
-100.0%
+1,031.6%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +7.7% | -9.8% | -2.2% |
| 7D | -1.2% | +13.1% | -14.2% | -1.2% |
| 30D | +5.0% | -29.7% | +34.6% | +5.0% |
| 3M | +13.9% | -93.0% | +106.8% | +14.0% |
| 6M | -4.4% | -98.0% | +93.6% | -4.3% |
| YTD | -1.9% | -97.8% | +95.8% | -1.8% |
| 1Y | -8.1% | -100.0% | +91.9% | -7.9% |
| 3Y | +42.5% | -100.0% | +142.5% | +42.8% |
| 5Y | +40.6% | -100.0% | +140.6% | +40.9% |
| 10Y | +217.1% | -100.0% | +317.1% | +218.6% |
| All | +931.6% | -100.0% | +1,031.6% | +933.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling