+213.7%
ICE vs VTR
+99.2%
+114.5%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.5% | +1.5% | +1.1% |
| 7D | -2.4% | -0.3% | -2.1% | -2.3% |
| 30D | +4.0% | +1.1% | +2.9% | +3.8% |
| 3M | +13.7% | +7.9% | +5.8% | +11.5% |
| 6M | +0.9% | +6.2% | -5.2% | -0.8% |
| YTD | -2.1% | +17.7% | -19.9% | -6.2% |
| 1Y | -9.5% | +32.9% | -42.4% | -15.8% |
| 3Y | +42.1% | +129.7% | -87.6% | +15.7% |
| 5Y | +41.4% | +89.3% | -47.9% | +18.6% |
| All | +213.7% | +99.2% | +114.5% | +135.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VTR.
Daily Out/Under-Performance
Portfolio return minus VTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTR 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 VTR 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