+2,316.3%
ICE vs VRSN
+1,414.1%
+902.2%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.4% | -1.6% | -1.8% |
| 7D | -0.7% | +0.1% | -0.7% | -0.7% |
| 30D | +7.6% | -0.2% | +7.8% | +7.6% |
| 3M | +13.9% | -0.3% | +14.2% | +13.4% |
| 6M | -2.4% | +23.0% | -25.3% | -13.7% |
| YTD | +0.3% | +21.3% | -21.1% | -11.2% |
| 1Y | -6.4% | +6.7% | -13.1% | -11.5% |
| 3Y | +43.1% | +45.0% | -1.9% | +11.1% |
| 5Y | +42.1% | +35.0% | +7.1% | +11.7% |
| 10Y | +220.9% | +276.3% | -55.4% | +30.3% |
| All | +2,316.3% | +1,414.1% | +902.2% | +225.5% |
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