+2,263.8%
ICE vs VTR
+532.1%
+1,731.7%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.4% | -1.7% | -2.0% |
| 7D | -1.2% | -2.4% | +1.2% | -0.1% |
| 30D | +5.0% | -3.7% | +8.7% | +6.6% |
| 3M | +13.9% | +13.5% | +0.3% | +7.2% |
| 6M | -4.4% | +7.2% | -11.6% | -8.0% |
| YTD | -1.9% | +17.6% | -19.5% | -9.6% |
| 1Y | -8.1% | +35.4% | -43.5% | -20.7% |
| 3Y | +42.5% | +132.8% | -90.3% | -5.1% |
| 5Y | +40.6% | +88.7% | -48.0% | -0.4% |
| 10Y | +217.1% | +87.6% | +129.5% | +84.8% |
| All | +2,263.8% | +532.1% | +1,731.7% | +393.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling