+210.5%
ICE vs VUG
+419.9%
-209.4%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | +0.1% | -0.1% |
| 7D | -5.3% | -1.9% | -3.5% | -4.3% |
| 30D | +3.0% | -1.6% | +4.6% | +3.9% |
| 3M | +11.4% | +4.4% | +7.1% | +8.3% |
| 6M | -2.0% | +13.2% | -15.2% | -9.6% |
| YTD | -3.1% | +7.5% | -10.6% | -7.9% |
| 1Y | -8.4% | +12.5% | -20.9% | -15.5% |
| 3Y | +40.7% | +86.0% | -45.2% | -8.0% |
| 5Y | +40.0% | +76.5% | -36.5% | -7.0% |
| All | +210.5% | +419.9% | -209.4% | -6.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VUG.
Daily Out/Under-Performance
Portfolio return minus VUG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VUG 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 VUG 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