+2,573.8%
ICE vs VRSN
+1,519.8%
+1,054.0%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.5% | -1.0% | -1.2% |
| 7D | +2.2% | +0.1% | +2.1% | +2.2% |
| 30D | +13.7% | +3.6% | +10.2% | +11.5% |
| 3M | +17.9% | +10.8% | +7.2% | +11.3% |
| 6M | +15.0% | +9.9% | +5.0% | +8.0% |
| YTD | +10.9% | +29.8% | -18.9% | -5.4% |
| 1Y | +17.0% | +26.3% | -9.3% | +1.1% |
| 3Y | +68.2% | +53.5% | +14.7% | +26.7% |
| 5Y | +40.4% | +34.8% | +5.6% | +10.7% |
| 10Y | +259.3% | +291.0% | -31.8% | +43.6% |
| All | +2,573.8% | +1,519.8% | +1,054.0% | +246.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling