-9.5%
ICE vs VRSN
+4.1%
-13.6%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VRSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.3% | -0.3% | +0.7% |
| 7D | -2.4% | +0.2% | -2.6% | -2.5% |
| 30D | +4.0% | +3.8% | +0.3% | +3.0% |
| 3M | +13.7% | +5.0% | +8.7% | +11.9% |
| 6M | +0.9% | +24.9% | -23.9% | -6.0% |
| YTD | -2.1% | +21.6% | -23.7% | -8.7% |
| 1Y | -9.5% | +2.4% | -11.9% | -12.6% |
| All | -9.5% | +4.1% | -13.6% | -12.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VRSN.
Daily Out/Under-Performance
Portfolio return minus VRSN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VRSN 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 VRSN 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