+44.8%
ICAP vs VT
+64.1%
-19.3%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.4% | +0.4% |
| 7D | -0.3% | +0.4% | -0.7% | -0.7% |
| 30D | -0.5% | +1.0% | -1.5% | -1.3% |
| 3M | +1.9% | +2.4% | -0.5% | -0.2% |
| 6M | +8.1% | +12.0% | -3.9% | -2.2% |
| YTD | +10.7% | +15.3% | -4.6% | -2.4% |
| 1Y | +16.6% | +22.6% | -6.0% | -2.7% |
| 3Y | +59.0% | +74.7% | -15.7% | -3.0% |
| All | +44.8% | +64.1% | -19.3% | -9.7% |
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