+711.2%
ICE vs VXUS
+179.6%
+531.6%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VXUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.5% | -2.5% | -2.3% |
| 7D | -0.7% | +1.0% | -1.7% | -1.3% |
| 30D | +7.6% | +2.2% | +5.4% | +6.1% |
| 3M | +13.9% | +3.0% | +11.0% | +11.2% |
| 6M | -2.4% | +10.7% | -13.0% | -9.8% |
| YTD | +0.3% | +17.8% | -17.6% | -11.5% |
| 1Y | -6.4% | +27.6% | -34.0% | -21.9% |
| 3Y | +43.1% | +73.3% | -30.2% | -4.4% |
| 5Y | +42.1% | +54.3% | -12.2% | +2.3% |
| 10Y | +220.9% | +149.8% | +71.1% | +61.9% |
| All | +711.2% | +179.6% | +531.6% | +265.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VXUS.
Daily Out/Under-Performance
Portfolio return minus VXUS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VXUS 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 VXUS 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