-8.4%
ICE vs VSH
+109.0%
-117.4%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.9% | +0.5% | -0.5% |
| 7D | -5.3% | +3.1% | -8.4% | -5.1% |
| 30D | +3.0% | -5.7% | +8.7% | +2.7% |
| 3M | +11.4% | -42.5% | +53.9% | +9.1% |
| 6M | -2.0% | +82.7% | -84.7% | -6.5% |
| YTD | -3.1% | +118.2% | -121.4% | -9.5% |
| 1Y | -8.4% | +109.7% | -118.0% | -14.7% |
| All | -8.4% | +109.0% | -117.4% | -14.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling