+210.5%
ICE price history and return analytics
+226.9%
-16.4%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.9% | +0.4% | +0.2% |
| 7D | -5.3% | -2.0% | -3.3% | -3.9% |
| 30D | +3.0% | -1.4% | +4.4% | +4.1% |
| 3M | +11.4% | +4.7% | +6.7% | +7.2% |
| 6M | -2.0% | +11.4% | -13.4% | -10.6% |
| YTD | -3.1% | +13.1% | -16.2% | -12.7% |
| 1Y | -8.4% | +19.0% | -27.4% | -20.9% |
| 3Y | +40.7% | +73.9% | -33.2% | -11.8% |
| 5Y | +40.0% | +65.4% | -25.4% | -9.1% |
| All | +210.5% | +226.9% | -16.4% | +12.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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