+2,583.6%
ICE vs VUG
+1,082.6%
+1,501.0%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.9% | +1.3% | +1.2% |
| 7D | +3.6% | +2.5% | +1.1% | +1.1% |
| 30D | +15.1% | -6.3% | +21.4% | +21.4% |
| 3M | +15.4% | -6.0% | +21.4% | +21.1% |
| 6M | +16.1% | -3.5% | +19.7% | +17.6% |
| YTD | +11.4% | +3.9% | +7.4% | +3.8% |
| 1Y | +18.5% | +5.1% | +13.4% | +9.0% |
| 3Y | +70.5% | +77.9% | -7.3% | -14.8% |
| 5Y | +40.9% | +62.4% | -21.5% | -26.4% |
| 10Y | +260.6% | +399.4% | -138.8% | -60.8% |
| All | +2,583.6% | +1,082.6% | +1,501.0% | -15.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling