+35.5%
ICE vs VT
+53.4%
-17.9%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.2% | -1.2% | -1.1% |
| 7D | +2.0% | -2.3% | +4.3% | +3.4% |
| 30D | +12.9% | -5.0% | +17.9% | +16.3% |
| 3M | +15.4% | -4.9% | +20.3% | +18.7% |
| 6M | +13.1% | -1.5% | +14.6% | +13.3% |
| YTD | +7.5% | +8.5% | -1.0% | +0.3% |
| 1Y | +18.3% | +11.4% | +7.0% | +8.3% |
| 3Y | +65.9% | +70.1% | -4.2% | +7.8% |
| All | +35.5% | +53.4% | -17.9% | -5.6% |
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