+39.7%
ICE vs VSXY
+37.5%
+2.2%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +3.1% | -2.1% | +0.9% |
| 7D | -2.4% | +0.1% | -2.5% | -2.4% |
| 30D | +4.0% | -18.7% | +22.7% | +4.8% |
| 3M | +13.7% | -4.0% | +17.6% | +13.6% |
| 6M | +0.9% | +67.5% | -66.5% | -2.4% |
| YTD | -2.1% | +39.7% | -41.8% | -4.6% |
| 1Y | -9.5% | +180.0% | -189.5% | -15.6% |
| 3Y | +42.1% | +337.3% | -295.2% | +23.3% |
| 5Y | +41.4% | +22.7% | +18.7% | +32.7% |
| All | +39.7% | +37.5% | +2.2% | +31.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VSXY.
Daily Out/Under-Performance
Portfolio return minus VSXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSXY 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 10y: compounded portfolio wealth divided by compounded VSXY 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…
10y analysis · Full analysis span regression · 6 months rolling