+40.0%
ICE vs VTR
+90.0%
-50.1%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.2% | -1.6% | -0.7% |
| 7D | -5.3% | -1.8% | -3.5% | -4.9% |
| 30D | +3.0% | +4.0% | -1.0% | +2.0% |
| 3M | +11.4% | +7.8% | +3.6% | +8.9% |
| 6M | -2.0% | +6.4% | -8.4% | -4.1% |
| YTD | -3.1% | +18.3% | -21.4% | -7.9% |
| 1Y | -8.4% | +33.9% | -42.3% | -16.0% |
| 3Y | +40.7% | +134.3% | -93.6% | +9.9% |
| 5Y | +40.0% | +90.3% | -50.3% | +9.6% |
| All | +40.0% | +90.0% | -50.1% | +9.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling