+20.2%
VZ vs ICE
+34.9%
-14.7%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.0% | +0.1% | -0.8% |
| 7D | +2.1% | +2.0% | +0.1% | +1.8% |
| 30D | +1.4% | +12.9% | -11.5% | -0.7% |
| 3M | -1.3% | +15.4% | -16.7% | -3.6% |
| 6M | -0.5% | +13.1% | -13.6% | -2.8% |
| YTD | +19.6% | +7.5% | +12.2% | +17.2% |
| 1Y | +22.4% | +18.3% | +4.0% | +17.5% |
| 3Y | +55.9% | +65.9% | -10.0% | +39.0% |
| All | +20.2% | +34.9% | -14.7% | +8.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling