+17.0%
ICE vs VO
+13.5%
+3.5%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.9% | -0.6% | -1.1% |
| 7D | +2.2% | +2.9% | -0.7% | +1.0% |
| 30D | +13.7% | +1.0% | +12.7% | +13.1% |
| 3M | +17.9% | -1.7% | +19.6% | +18.7% |
| 6M | +15.0% | +6.7% | +8.3% | +11.3% |
| YTD | +10.9% | +14.0% | -3.0% | +3.1% |
| 1Y | +17.0% | +13.7% | +3.3% | +8.8% |
| All | +17.0% | +13.5% | +3.5% | +8.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling