+213.7%
ICE vs VWO
+117.1%
+96.6%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.7% | +0.3% | +0.7% |
| 7D | -2.4% | -1.8% | -0.6% | -1.6% |
| 30D | +4.0% | -0.1% | +4.1% | +4.0% |
| 3M | +13.7% | +2.2% | +11.4% | +12.1% |
| 6M | +0.9% | +8.8% | -7.8% | -3.8% |
| YTD | -2.1% | +12.4% | -14.5% | -8.5% |
| 1Y | -9.5% | +15.6% | -25.1% | -16.8% |
| 3Y | +42.1% | +62.5% | -20.4% | +7.7% |
| 5Y | +41.4% | +34.3% | +7.1% | +17.7% |
| All | +213.7% | +117.1% | +96.6% | +104.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VWO.
Daily Out/Under-Performance
Portfolio return minus VWO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VWO 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 10y: compounded portfolio wealth divided by compounded VWO 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…
10y analysis · Full analysis span regression · 6 months rolling