+2,316.3%
ICE vs VO
+613.2%
+1,703.0%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.2% | -1.8% | -1.8% |
| 7D | -0.7% | -0.3% | -0.4% | -0.3% |
| 30D | +7.6% | -0.3% | +8.0% | +8.0% |
| 3M | +13.9% | +2.9% | +11.0% | +10.2% |
| 6M | -2.4% | +9.3% | -11.7% | -11.8% |
| YTD | +0.3% | +14.2% | -13.9% | -13.6% |
| 1Y | -6.4% | +15.3% | -21.7% | -20.3% |
| 3Y | +43.1% | +56.2% | -13.1% | -14.3% |
| 5Y | +42.1% | +42.4% | -0.3% | -8.3% |
| 10Y | +220.9% | +194.7% | +26.2% | -19.0% |
| All | +2,316.3% | +613.2% | +1,703.0% | +115.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling