-9.9%
ICAP vs VT
+0.4%
-10.3%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -4.1% | -1.3% | -1.5% |
| 7D | -8.4% | -4.2% | -4.2% | -4.5% |
| 30D | -12.0% | -5.8% | -6.2% | -7.0% |
| 3M | -13.9% | -5.2% | -8.7% | -9.3% |
| 6M | -9.9% | +0.1% | -10.0% | -8.3% |
| All | -9.9% | +0.4% | -10.3% | -8.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling