+72.5%
ICE vs VLTO
+71.3%
+1.2%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.5% | +1.9% | +2.2% |
| 7D | +3.2% | +1.5% | +1.7% | +2.7% |
| 30D | +14.7% | +20.9% | -6.2% | +7.4% |
| 3M | +19.8% | +21.4% | -1.6% | +12.0% |
| 6M | +15.2% | +37.6% | -22.3% | +3.1% |
| YTD | +12.7% | +19.5% | -6.9% | +5.6% |
| 1Y | +20.4% | +22.0% | -1.6% | +11.9% |
| All | +72.5% | +71.3% | +1.2% | +48.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VLTO.
Daily Out/Under-Performance
Portfolio return minus VLTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLTO 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 3y: compounded portfolio wealth divided by compounded VLTO 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…
3y analysis · Full analysis span regression · 6 months rolling