+42.5%
ICE vs VMC
+22.8%
+19.7%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.6% | -0.5% | -1.9% |
| 7D | -1.2% | -0.5% | -0.6% | -1.1% |
| 30D | +5.0% | -9.1% | +14.1% | +6.8% |
| 3M | +13.9% | -4.1% | +18.0% | +14.3% |
| 6M | -4.4% | -5.5% | +1.1% | -4.0% |
| YTD | -1.9% | -8.9% | +7.0% | -1.3% |
| 1Y | -8.1% | -12.9% | +4.8% | -6.5% |
| 3Y | +42.5% | +22.1% | +20.4% | +29.6% |
| All | +42.5% | +22.8% | +19.7% | +29.6% |
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