+72.5%
ICE vs VUG
+80.4%
-7.9%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.7% | +0.7% | +2.0% |
| 7D | +3.2% | -1.1% | +4.3% | +3.4% |
| 30D | +14.7% | -7.0% | +21.7% | +16.5% |
| 3M | +19.8% | -3.7% | +23.5% | +20.5% |
| 6M | +15.2% | -1.6% | +16.9% | +15.1% |
| YTD | +12.7% | +5.1% | +7.5% | +10.2% |
| 1Y | +20.4% | +3.8% | +16.6% | +18.2% |
| All | +72.5% | +80.4% | -7.9% | +32.6% |
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