+213.7%
ICE vs VO
+200.3%
+13.4%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.8% | +0.2% | +0.5% |
| 7D | -2.4% | -1.5% | -0.9% | -1.3% |
| 30D | +4.0% | -3.0% | +7.1% | +6.4% |
| 3M | +13.7% | +2.8% | +10.8% | +11.3% |
| 6M | +0.9% | +10.9% | -10.0% | -6.8% |
| YTD | -2.1% | +12.5% | -14.6% | -10.6% |
| 1Y | -9.5% | +12.0% | -21.5% | -17.1% |
| 3Y | +42.1% | +56.3% | -14.2% | +0.4% |
| 5Y | +41.4% | +42.9% | -1.6% | +5.8% |
| All | +213.7% | +200.3% | +13.4% | +29.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 10y: compounded portfolio wealth divided by compounded VO 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…
10y analysis · Full analysis span regression · 6 months rolling