+264.8%
ICE vs VO
+202.1%
+62.6%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.3% | +1.1% | +1.5% |
| 7D | +3.2% | +0.2% | +3.0% | +3.0% |
| 30D | +14.7% | +2.0% | +12.7% | +13.0% |
| 3M | +19.8% | -0.3% | +20.1% | +19.9% |
| 6M | +15.2% | +7.3% | +8.0% | +9.1% |
| YTD | +12.7% | +15.0% | -2.3% | +1.2% |
| 1Y | +20.4% | +14.7% | +5.7% | +8.3% |
| 3Y | +70.8% | +67.3% | +3.5% | +14.5% |
| 5Y | +43.9% | +38.8% | +5.1% | +10.2% |
| 10Y | +264.8% | +201.6% | +63.2% | +52.4% |
| All | +264.8% | +202.1% | +62.6% | +52.4% |
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