+20.6%
ICE vs VNQ
+14.0%
+6.6%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +3.2% | -0.8% | +0.3% |
| 7D | +12.2% | +6.8% | +5.4% | +7.6% |
| 30D | +15.0% | +10.0% | +5.0% | +8.6% |
| 3M | +17.6% | 0.0% | +17.7% | +17.1% |
| 6M | +12.6% | +4.5% | +8.1% | +9.2% |
| YTD | +9.1% | +13.9% | -4.8% | -0.8% |
| 1Y | +20.6% | +14.1% | +6.5% | +9.5% |
| All | +20.6% | +14.0% | +6.6% | +9.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VNQ.
Daily Out/Under-Performance
Portfolio return minus VNQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VNQ 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 VNQ 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