+752.9%
ICE price history and return analytics
+355.4%
+397.5%
-58.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.5% | +1.8% | +1.8% |
| 7D | +3.2% | -0.1% | +3.3% | +3.1% |
| 30D | +12.9% | -3.1% | +16.0% | +15.9% |
| 3M | +17.5% | -3.5% | +21.0% | +21.1% |
| 6M | +14.0% | +0.5% | +13.5% | +12.1% |
| YTD | +10.0% | +10.8% | -0.8% | -2.6% |
| 1Y | +19.5% | +11.9% | +7.6% | +4.7% |
| 3Y | +66.8% | +73.0% | -6.2% | -8.1% |
| 5Y | +40.3% | +58.6% | -18.3% | -16.4% |
| 10Y | +249.7% | +219.2% | +30.5% | -6.1% |
| All | +752.9% | +355.4% | +397.5% | +87.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling