+202.3%
ICCC vs VT
+363.9%
-161.6%
-70.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.7% | -0.5% | +0.6% |
| 7D | -2.4% | -0.3% | -2.1% | -2.3% |
| 30D | +6.4% | -1.4% | +7.8% | +6.9% |
| 3M | -6.3% | -1.4% | -4.9% | -5.9% |
| 6M | +18.9% | +5.5% | +13.5% | +16.6% |
| YTD | +68.6% | +12.8% | +55.8% | +61.6% |
| 1Y | +72.8% | +15.4% | +57.4% | +64.6% |
| 3Y | +100.6% | +76.9% | +23.7% | +65.4% |
| 5Y | +18.4% | +60.4% | -42.0% | -0.1% |
| 10Y | +101.8% | +232.8% | -131.0% | +29.5% |
| All | +202.3% | +363.9% | -161.6% | +60.5% |
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 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