+264.8%
ICE vs VT
+224.4%
+40.4%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.1% | +1.3% | +1.6% |
| 7D | +3.2% | -0.7% | +3.9% | +3.7% |
| 30D | +14.7% | -1.7% | +16.5% | +15.9% |
| 3M | +19.8% | -2.3% | +22.1% | +21.5% |
| 6M | +15.2% | +1.5% | +13.7% | +13.0% |
| YTD | +12.7% | +12.0% | +0.6% | +1.8% |
| 1Y | +20.4% | +12.9% | +7.5% | +8.2% |
| 3Y | +70.8% | +74.9% | -4.2% | +6.0% |
| 5Y | +43.9% | +59.9% | -16.0% | -4.3% |
| 10Y | +264.8% | +224.6% | +40.1% | +28.8% |
| All | +264.8% | +224.4% | +40.4% | +28.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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