+70.6%
VZ vs ICE
+250.3%
-179.7%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.3% | -0.8% | +0.2% |
| 7D | +2.4% | +3.2% | -0.8% | +1.6% |
| 30D | +11.2% | +12.9% | -1.7% | +8.1% |
| 3M | 0.0% | +17.5% | -17.5% | -3.7% |
| 6M | +1.3% | +14.0% | -12.7% | -2.0% |
| YTD | +21.3% | +10.0% | +11.3% | +17.6% |
| 1Y | +23.9% | +19.5% | +4.4% | +17.6% |
| 3Y | +57.7% | +66.8% | -9.1% | +36.3% |
| 5Y | +21.2% | +40.3% | -19.1% | +8.6% |
| All | +70.6% | +250.3% | -179.7% | +30.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ICE.
Daily Out/Under-Performance
Portfolio return minus ICE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ICE 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 ICE 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