+30.2%
ICAP vs VT
+57.6%
-27.4%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.4% | -0.4% |
| 7D | -0.7% | -0.1% | -0.6% | -0.5% |
| 30D | -7.6% | -3.1% | -4.5% | -4.9% |
| 3M | -10.6% | -3.5% | -7.1% | -7.6% |
| 6M | -5.8% | +0.5% | -6.3% | -6.0% |
| YTD | -0.4% | +10.8% | -11.2% | -9.0% |
| 1Y | +2.2% | +11.9% | -9.7% | -7.3% |
| 3Y | +55.0% | +73.0% | -18.0% | -4.5% |
| All | +30.2% | +57.6% | -27.4% | -15.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling