+42.1%
ICE vs VTRS
+84.5%
-42.4%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.8% | +0.2% | +0.9% |
| 7D | -2.4% | -2.2% | -0.2% | -2.2% |
| 30D | +4.0% | +3.3% | +0.7% | +3.6% |
| 3M | +13.7% | +2.0% | +11.7% | +13.3% |
| 6M | +0.9% | +19.9% | -19.0% | -1.2% |
| YTD | -2.1% | +35.7% | -37.9% | -6.0% |
| 1Y | -9.5% | +68.1% | -77.6% | -15.5% |
| 3Y | +42.1% | +87.1% | -45.0% | +24.1% |
| All | +42.1% | +84.5% | -42.4% | +24.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VTRS.
Daily Out/Under-Performance
Portfolio return minus VTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTRS 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 3y: compounded portfolio wealth divided by compounded VTRS 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…
3y analysis · Full analysis span regression · 6 months rolling