+40.6%
ICE vs VTV
+66.4%
-25.8%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.7% | +0.3% | 0.0% |
| 7D | -5.3% | -2.1% | -3.3% | -4.0% |
| 30D | +3.0% | -1.3% | +4.3% | +4.0% |
| 3M | +11.4% | +5.6% | +5.8% | +7.2% |
| 6M | -2.0% | +12.4% | -14.4% | -10.0% |
| YTD | -3.1% | +17.6% | -20.8% | -14.1% |
| 1Y | -8.4% | +23.5% | -31.9% | -21.5% |
| All | +40.6% | +66.4% | -25.8% | -5.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VTV.
Daily Out/Under-Performance
Portfolio return minus VTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTV 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 VTV 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