+2,573.8%
ICE vs VSH
+242.5%
+2,331.3%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -4.6% | +3.1% | -0.2% |
| 7D | +2.2% | +26.2% | -24.0% | -4.8% |
| 30D | +13.7% | -12.5% | +26.2% | +15.7% |
| 3M | +17.9% | -16.9% | +34.8% | +20.3% |
| 6M | +15.0% | -17.0% | +31.9% | +9.1% |
| YTD | +10.9% | +93.8% | -82.9% | -23.0% |
| 1Y | +17.0% | +99.3% | -82.3% | -19.8% |
| 3Y | +68.2% | +35.0% | +33.2% | +21.1% |
| 5Y | +40.4% | +45.8% | -5.4% | -5.2% |
| 10Y | +259.3% | +127.1% | +132.1% | +75.3% |
| All | +2,573.8% | +242.5% | +2,331.3% | +626.0% |
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