-99.6%
ICCM vs VT
+57.0%
-156.6%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -0.3% | +4.4% | +4.4% |
| 7D | +7.2% | +2.4% | +4.8% | +5.5% |
| 30D | -29.8% | -1.5% | -28.3% | -28.5% |
| 3M | -75.7% | -4.1% | -71.5% | -74.7% |
| 6M | -89.7% | +0.6% | -90.3% | -89.8% |
| YTD | -96.0% | +11.0% | -107.0% | -96.3% |
| 1Y | -96.6% | +13.3% | -109.9% | -96.9% |
| 3Y | -96.7% | +73.4% | -170.1% | -98.0% |
| All | -99.6% | +57.0% | -156.6% | -99.7% |
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