+42.5%
ICE vs VUG
+88.1%
-45.6%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.4% | -1.8% | -2.1% |
| 7D | -1.2% | +0.9% | -2.0% | -1.4% |
| 30D | +5.0% | -1.4% | +6.4% | +5.4% |
| 3M | +13.9% | +2.3% | +11.5% | +13.0% |
| 6M | -4.4% | +15.7% | -20.1% | -8.8% |
| YTD | -1.9% | +8.6% | -10.5% | -4.6% |
| 1Y | -8.1% | +14.1% | -22.2% | -12.2% |
| 3Y | +42.5% | +87.9% | -45.4% | +9.4% |
| All | +42.5% | +88.1% | -45.6% | +9.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling