+112.5%
ICCC vs VT
+221.8%
-109.3%
-70.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -0.3% | +5.5% | +5.3% |
| 7D | +9.7% | +2.4% | +7.3% | +9.0% |
| 30D | 0.0% | -1.5% | +1.5% | +0.4% |
| 3M | -1.4% | -4.1% | +2.7% | -0.3% |
| 6M | +28.6% | +0.6% | +28.0% | +28.3% |
| YTD | +74.8% | +11.0% | +63.8% | +69.9% |
| 1Y | +77.7% | +13.3% | +64.3% | +71.9% |
| 3Y | +106.7% | +73.4% | +33.3% | +80.4% |
| 5Y | +16.6% | +57.4% | -40.8% | +3.0% |
| All | +112.5% | +221.8% | -109.3% | +86.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling