+40.0%
ICE vs VSXY
+15.5%
+24.4%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.1% | +2.6% | -0.3% |
| 7D | -5.3% | -0.3% | -5.0% | -5.3% |
| 30D | +3.0% | -22.1% | +25.1% | +4.0% |
| 3M | +11.4% | -1.1% | +12.6% | +11.2% |
| 6M | -2.0% | +53.8% | -55.9% | -5.2% |
| YTD | -3.1% | +35.5% | -38.6% | -5.7% |
| 1Y | -8.4% | +186.0% | -194.4% | -15.3% |
| 3Y | +40.7% | +343.2% | -302.4% | +19.2% |
| 5Y | +40.0% | +19.0% | +20.9% | +37.2% |
| All | +40.0% | +15.5% | +24.4% | +37.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling