+97.3%
ICCC vs VT
+217.6%
-120.3%
-70.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.5% | +0.9% | +0.5% |
| 7D | +0.1% | -0.1% | +0.2% | +0.2% |
| 30D | +4.7% | -3.1% | +7.8% | +5.6% |
| 3M | -6.5% | -3.5% | -3.0% | -5.6% |
| 6M | +27.5% | +0.5% | +27.0% | +27.2% |
| YTD | +66.8% | +10.8% | +56.0% | +62.3% |
| 1Y | +68.8% | +11.9% | +56.9% | +63.8% |
| 3Y | +90.0% | +73.0% | +17.0% | +65.9% |
| 5Y | +14.5% | +58.6% | -44.1% | +1.0% |
| 10Y | +97.3% | +219.2% | -121.9% | +66.3% |
| All | +97.3% | +217.6% | -120.3% | +66.3% |
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 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