+43.9%
ICE vs VUG
+65.5%
-21.6%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.7% | +0.7% | +1.7% |
| 7D | +3.2% | -1.1% | +4.3% | +3.6% |
| 30D | +14.7% | -7.0% | +21.7% | +17.9% |
| 3M | +19.8% | -3.7% | +23.5% | +21.2% |
| 6M | +15.2% | -1.6% | +16.9% | +15.1% |
| YTD | +12.7% | +5.1% | +7.5% | +9.0% |
| 1Y | +20.4% | +3.8% | +16.6% | +17.1% |
| 3Y | +70.8% | +79.9% | -9.1% | +22.2% |
| 5Y | +43.9% | +66.4% | -22.4% | +2.7% |
| All | +43.9% | +65.5% | -21.6% | +2.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling