-6.4%
ICE vs VMC
-8.5%
+2.1%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.9% | -2.9% | -2.1% |
| 7D | -0.7% | -4.3% | +3.7% | -0.2% |
| 30D | +7.6% | -8.2% | +15.9% | +8.6% |
| 3M | +13.9% | -7.0% | +21.0% | +14.5% |
| 6M | -2.4% | -10.8% | +8.4% | -1.6% |
| YTD | +0.3% | -7.4% | +7.7% | -1.1% |
| 1Y | -6.4% | -9.5% | +3.1% | -7.8% |
| All | -6.4% | -8.5% | +2.1% | -7.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VMC.
Daily Out/Under-Performance
Portfolio return minus VMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VMC 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 1y: compounded portfolio wealth divided by compounded VMC 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…
1y analysis · Full analysis span regression · 6 months rolling