+2,614.9%
ICE vs VSH
+259.1%
+2,355.7%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +8.8% | -6.4% | -0.1% |
| 7D | +3.2% | +12.8% | -9.5% | -1.1% |
| 30D | +14.7% | -9.0% | +23.7% | +15.5% |
| 3M | +19.8% | -12.2% | +32.0% | +20.3% |
| 6M | +15.2% | -15.9% | +31.2% | +9.2% |
| YTD | +12.7% | +103.2% | -90.6% | -22.8% |
| 1Y | +20.4% | +108.4% | -88.0% | -18.5% |
| 3Y | +70.8% | +41.6% | +29.2% | +21.4% |
| 5Y | +43.9% | +54.6% | -10.6% | -4.5% |
| 10Y | +264.8% | +138.2% | +126.6% | +75.7% |
| All | +2,614.9% | +259.1% | +2,355.7% | +627.4% |
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