+22.4%
VZ vs ICE
+19.8%
+2.6%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.0% | +0.1% | -0.8% |
| 7D | +2.1% | +2.0% | +0.1% | +2.0% |
| 30D | +1.4% | +12.9% | -11.5% | +0.6% |
| 3M | -1.3% | +15.4% | -16.7% | -1.8% |
| 6M | -0.5% | +13.1% | -13.6% | -2.5% |
| YTD | +19.6% | +7.5% | +12.2% | +13.8% |
| 1Y | +22.4% | +18.3% | +4.0% | +10.1% |
| All | +22.4% | +19.8% | +2.6% | +10.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling