+43.2%
ICE vs VSXY
+37.4%
+5.8%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.6% | -4.6% | -2.1% |
| 7D | -0.7% | -14.0% | +13.3% | -0.1% |
| 30D | +7.6% | -15.9% | +23.5% | +8.2% |
| 3M | +13.9% | +3.4% | +10.5% | +13.5% |
| 6M | -2.4% | +25.9% | -28.3% | -4.2% |
| YTD | +0.3% | +39.5% | -39.2% | -2.3% |
| 1Y | -6.4% | +194.4% | -200.8% | -12.9% |
| 3Y | +43.1% | +281.4% | -238.3% | +25.8% |
| 5Y | +42.1% | +12.8% | +29.3% | +33.3% |
| All | +43.2% | +37.4% | +5.8% | +34.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling