+42.5%
ICE vs VRSN
+38.4%
+4.1%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VRSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.4% | +1.2% | -1.4% |
| 7D | -1.2% | -2.1% | +1.0% | -0.6% |
| 30D | +5.0% | -3.9% | +8.9% | +5.9% |
| 3M | +13.9% | -0.1% | +14.0% | +13.6% |
| 6M | -4.4% | +16.4% | -20.8% | -8.2% |
| YTD | -1.9% | +17.2% | -19.2% | -6.2% |
| 1Y | -8.1% | +1.0% | -9.1% | -9.4% |
| 3Y | +42.5% | +39.1% | +3.4% | +31.7% |
| All | +42.5% | +38.4% | +4.1% | +31.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling