+2,258.4%
ICE vs VNQ
+283.0%
+1,975.4%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.7% | +0.3% | +0.5% |
| 7D | -2.4% | -1.3% | -1.1% | -1.5% |
| 30D | +4.0% | -2.6% | +6.6% | +6.0% |
| 3M | +13.7% | -2.0% | +15.7% | +15.3% |
| 6M | +0.9% | +4.3% | -3.4% | -2.3% |
| YTD | -2.1% | +9.2% | -11.4% | -8.3% |
| 1Y | -9.5% | +5.6% | -15.1% | -13.2% |
| 3Y | +42.1% | +30.8% | +11.2% | +15.5% |
| 5Y | +41.4% | +8.0% | +33.4% | +30.3% |
| 10Y | +216.7% | +63.7% | +153.0% | +105.7% |
| All | +2,258.4% | +283.0% | +1,975.4% | +640.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling