-99.3%
ICCM vs VT
+69.4%
-168.7%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | 0.0% | +1.4% | +1.4% |
| 7D | -3.0% | +0.4% | -3.5% | -3.4% |
| 30D | -30.5% | +1.0% | -31.5% | -31.1% |
| 3M | -57.3% | +2.4% | -59.7% | -58.3% |
| 6M | -88.6% | +12.0% | -100.6% | -89.7% |
| YTD | -87.8% | +15.3% | -103.2% | -89.3% |
| 1Y | -93.0% | +22.6% | -115.6% | -94.1% |
| 3Y | -93.2% | +74.7% | -167.9% | -95.9% |
| 5Y | -99.3% | +66.1% | -165.4% | -99.4% |
| All | -99.3% | +69.4% | -168.7% | -99.5% |
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