+263.5%
ICE vs VMC
+126.5%
+137.1%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.5% | 0.0% | -1.1% |
| 7D | +2.2% | -1.7% | +3.9% | +2.7% |
| 30D | +13.7% | +15.3% | -1.6% | +9.3% |
| 3M | +17.9% | +0.3% | +17.6% | +17.6% |
| 6M | +15.0% | +0.9% | +14.1% | +13.9% |
| YTD | +10.9% | -1.0% | +12.0% | +9.9% |
| 1Y | +17.0% | -4.3% | +21.3% | +16.9% |
| 3Y | +68.2% | +35.3% | +32.9% | +49.6% |
| 5Y | +40.4% | +44.4% | -4.0% | +20.7% |
| All | +263.5% | +126.5% | +137.1% | +165.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling