-99.8%
ICCM vs VT
+63.5%
-163.3%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.6% | -5.0% | -5.1% |
| 7D | +1.5% | +2.9% | -1.4% | -0.6% |
| 30D | -36.3% | -2.5% | -33.8% | -34.5% |
| 3M | -77.4% | -3.3% | -74.1% | -76.7% |
| 6M | -90.3% | +1.5% | -91.8% | -90.4% |
| YTD | -96.2% | +11.4% | -107.5% | -96.5% |
| 1Y | -96.7% | +11.9% | -108.6% | -97.0% |
| 3Y | -97.0% | +73.9% | -170.8% | -98.2% |
| 5Y | -99.6% | +57.9% | -157.5% | -99.7% |
| All | -99.8% | +63.5% | -163.3% | -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