+2,316.3%
ICE vs VSH
+290.7%
+2,025.6%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +4.4% | -6.5% | -3.4% |
| 7D | -0.7% | +4.1% | -4.7% | -2.0% |
| 30D | +7.6% | -4.2% | +11.8% | +8.3% |
| 3M | +13.9% | -50.0% | +63.9% | +34.8% |
| 6M | -2.4% | +80.2% | -82.5% | -27.1% |
| YTD | +0.3% | +121.1% | -120.8% | -31.0% |
| 1Y | -6.4% | +112.0% | -118.4% | -35.5% |
| 3Y | +43.1% | +22.5% | +20.6% | +11.3% |
| 5Y | +42.1% | +64.0% | -21.9% | -4.5% |
| 10Y | +220.9% | +170.4% | +50.6% | +52.2% |
| All | +2,316.3% | +290.7% | +2,025.6% | +550.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling