+37.2%
ICE vs VO
+36.2%
+1.0%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.7% | -1.7% | -0.8% |
| 7D | +1.0% | -0.1% | +1.2% | +1.0% |
| 30D | +11.4% | +0.5% | +10.9% | +10.9% |
| 3M | +16.2% | -1.0% | +17.2% | +16.8% |
| 6M | +12.5% | +6.4% | +6.0% | +7.5% |
| YTD | +8.6% | +13.6% | -5.0% | -0.9% |
| 1Y | +18.4% | +14.5% | +3.9% | +7.4% |
| 3Y | +66.4% | +67.2% | -0.8% | +13.8% |
| 5Y | +37.2% | +36.1% | +1.1% | +6.7% |
| All | +37.2% | +36.2% | +1.0% | +6.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling