+36.6%
ICE vs VT
+53.2%
-16.6%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.1% | +3.5% | +2.0% |
| 7D | +6.7% | -4.2% | +10.9% | +9.4% |
| 30D | +13.4% | -5.8% | +19.2% | +17.4% |
| 3M | +16.5% | -5.2% | +21.8% | +20.2% |
| 6M | +12.8% | +0.1% | +12.7% | +11.7% |
| YTD | +8.5% | +8.2% | +0.3% | +1.5% |
| 1Y | +20.6% | +10.1% | +10.5% | +11.3% |
| 3Y | +67.4% | +69.7% | -2.3% | +8.9% |
| 5Y | +36.6% | +53.4% | -16.8% | -5.2% |
| All | +36.6% | +53.2% | -16.6% | -5.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling