+677.3%
ICE vs VT
+374.2%
+303.1%
-58.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | 0.0% | -2.0% | -2.0% |
| 7D | -0.7% | +0.4% | -1.1% | -1.1% |
| 30D | +7.6% | +1.0% | +6.6% | +6.6% |
| 3M | +13.9% | +2.4% | +11.6% | +10.7% |
| 6M | -2.4% | +12.0% | -14.4% | -13.8% |
| YTD | +0.3% | +15.3% | -15.1% | -14.2% |
| 1Y | -6.4% | +22.6% | -29.0% | -24.9% |
| 3Y | +43.1% | +74.7% | -31.6% | -21.5% |
| 5Y | +42.1% | +66.1% | -24.0% | -18.8% |
| 10Y | +220.9% | +225.0% | -4.1% | -14.8% |
| All | +677.3% | +374.2% | +303.1% | +65.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling