+190.1%
ICCC vs VT
+345.0%
-154.9%
-70.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -4.1% | 0.0% | -2.7% |
| 7D | -3.6% | -4.2% | +0.6% | -2.2% |
| 30D | -0.2% | -5.8% | +5.6% | +1.8% |
| 3M | -7.4% | -5.2% | -2.2% | -5.8% |
| 6M | +11.9% | +0.1% | +11.8% | +11.7% |
| YTD | +61.8% | +8.2% | +53.6% | +57.2% |
| 1Y | +57.9% | +10.1% | +47.8% | +52.7% |
| 3Y | +92.5% | +69.7% | +22.8% | +61.0% |
| 5Y | +10.7% | +53.4% | -42.7% | -5.2% |
| 10Y | +93.6% | +219.2% | -125.6% | +26.0% |
| All | +190.1% | +345.0% | -154.9% | +56.1% |
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