+32.4%
ICAP vs VT
+60.6%
-28.1%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.7% | -0.8% | -0.6% |
| 7D | -4.9% | -0.3% | -4.6% | -4.7% |
| 30D | -5.1% | -1.4% | -3.7% | -3.9% |
| 3M | -9.5% | -1.4% | -8.1% | -8.2% |
| 6M | -4.2% | +5.5% | -9.7% | -8.6% |
| YTD | +1.3% | +12.8% | -11.6% | -9.0% |
| 1Y | +7.3% | +15.4% | -8.1% | -5.5% |
| 3Y | +52.3% | +76.9% | -24.6% | -8.1% |
| All | +32.4% | +60.6% | -28.1% | -15.8% |
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