+16.1%
ICE vs VSH
-26.5%
+42.6%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -4.2% | +4.6% | -0.1% |
| 7D | +3.6% | +14.3% | -10.7% | +5.5% |
| 30D | +15.1% | -7.9% | +22.9% | +14.4% |
| 3M | +15.4% | -19.9% | +35.2% | +13.4% |
| 6M | +16.1% | -30.5% | +46.7% | +10.3% |
| All | +16.1% | -26.5% | +42.6% | +10.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling