+39.9%
ICE vs VUG
+75.3%
-35.4%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.3% | -0.6% |
| 7D | -0.9% | +0.1% | -0.9% | -0.9% |
| 30D | +4.0% | -1.7% | +5.6% | +4.7% |
| 3M | +11.0% | +2.8% | +8.1% | +9.3% |
| 6M | -5.0% | +13.6% | -18.6% | -10.8% |
| YTD | -2.7% | +8.1% | -10.8% | -6.6% |
| 1Y | -8.6% | +13.1% | -21.7% | -14.4% |
| 3Y | +41.4% | +87.0% | -45.6% | -0.5% |
| 5Y | +39.9% | +76.0% | -36.1% | -1.5% |
| All | +39.9% | +75.3% | -35.4% | -1.5% |
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