+210.5%
ICE vs VSH
+179.3%
+31.2%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.9% | +0.5% | -0.3% |
| 7D | -5.3% | +3.1% | -8.4% | -5.8% |
| 30D | +3.0% | -5.7% | +8.7% | +3.7% |
| 3M | +11.4% | -42.5% | +53.9% | +18.7% |
| 6M | -2.0% | +82.7% | -84.7% | -17.2% |
| YTD | -3.1% | +118.2% | -121.4% | -21.5% |
| 1Y | -8.4% | +109.7% | -118.0% | -25.7% |
| 3Y | +40.7% | +35.3% | +5.4% | +21.4% |
| 5Y | +40.0% | +65.6% | -25.6% | +12.1% |
| All | +210.5% | +179.3% | +31.2% | +95.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VSH.
Daily Out/Under-Performance
Portfolio return minus VSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSH 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 10y: compounded portfolio wealth divided by compounded VSH 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…
10y analysis · Full analysis span regression · 6 months rolling