+68.5%
ICE vs VMC
+39.2%
+29.3%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.7% | +2.1% | +1.5% |
| 7D | +3.2% | +1.1% | +2.0% | +2.9% |
| 30D | +12.9% | +17.7% | -4.8% | +9.5% |
| 3M | +17.5% | +1.1% | +16.5% | +17.0% |
| 6M | +14.0% | +1.8% | +12.1% | +13.0% |
| YTD | +10.0% | +1.5% | +8.5% | +8.3% |
| 1Y | +19.5% | -1.1% | +20.7% | +18.4% |
| All | +68.5% | +39.2% | +29.3% | +46.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling