-99.8%
ICCM vs VT
+62.7%
-162.4%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.5% | -3.4% | -3.5% |
| 7D | +2.5% | -0.1% | +2.6% | +3.3% |
| 30D | -28.2% | -3.1% | -25.1% | -25.8% |
| 3M | -75.9% | -3.5% | -72.4% | -75.0% |
| 6M | -89.0% | +0.5% | -89.5% | -89.1% |
| YTD | -95.7% | +10.8% | -106.5% | -96.0% |
| 1Y | -96.3% | +11.9% | -108.2% | -96.7% |
| 3Y | -96.6% | +73.0% | -169.5% | -97.9% |
| 5Y | -99.6% | +58.6% | -158.2% | -99.7% |
| All | -99.8% | +62.7% | -162.4% | -99.8% |
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 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