-99.7%
ICCM vs VT
+53.2%
-152.9%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.8% | -4.1% | -8.7% | -9.6% |
| 7D | -27.9% | -4.2% | -23.7% | -25.1% |
| 30D | -45.7% | -5.8% | -39.9% | -42.8% |
| 3M | -78.5% | -5.2% | -73.3% | -77.5% |
| 6M | -91.9% | +0.1% | -92.1% | -92.0% |
| YTD | -96.2% | +8.2% | -104.5% | -96.5% |
| 1Y | -96.8% | +10.1% | -106.9% | -97.0% |
| 3Y | -97.0% | +69.7% | -166.6% | -98.1% |
| 5Y | -99.7% | +53.4% | -153.1% | -99.8% |
| All | -99.7% | +53.2% | -152.9% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling