+868.6%
ICE vs VYM
+484.2%
+384.5%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | +0.1% | +0.2% |
| 7D | -5.3% | -1.9% | -3.5% | -3.2% |
| 30D | +3.0% | -2.6% | +5.6% | +6.3% |
| 3M | +11.4% | +3.6% | +7.9% | +6.8% |
| 6M | -2.0% | +8.7% | -10.7% | -11.6% |
| YTD | -3.1% | +14.1% | -17.3% | -17.7% |
| 1Y | -8.4% | +17.8% | -26.2% | -25.1% |
| 3Y | +40.7% | +64.5% | -23.8% | -24.8% |
| 5Y | +40.0% | +77.5% | -37.6% | -32.8% |
| 10Y | +213.5% | +206.1% | +7.4% | -33.2% |
| All | +868.6% | +484.2% | +384.5% | -12.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VYM.
Daily Out/Under-Performance
Portfolio return minus VYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VYM 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 VYM 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