+2,551.3%
ICE vs VMC
+466.8%
+2,084.5%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.7% | +2.1% | +1.6% |
| 7D | +3.2% | +1.1% | +2.0% | +2.6% |
| 30D | +12.9% | +17.7% | -4.8% | +5.4% |
| 3M | +17.5% | +1.1% | +16.5% | +16.6% |
| 6M | +14.0% | +1.8% | +12.1% | +11.9% |
| YTD | +10.0% | +1.5% | +8.5% | +7.1% |
| 1Y | +19.5% | -1.1% | +20.7% | +17.6% |
| 3Y | +66.8% | +38.8% | +28.0% | +38.4% |
| 5Y | +40.3% | +49.6% | -9.2% | +10.7% |
| 10Y | +249.7% | +130.6% | +119.1% | +103.0% |
| All | +2,551.3% | +466.8% | +2,084.5% | +735.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling