-44.8%
ICL vs VOO
+800.4%
-845.3%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VOO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.4% | -1.1% | -1.2% |
| 7D | -3.4% | +2.6% | -6.0% | -5.4% |
| 30D | -9.4% | -2.0% | -7.4% | -8.3% |
| 3M | -15.3% | -2.8% | -12.5% | -13.7% |
| 6M | -32.5% | +2.2% | -34.7% | -33.8% |
| YTD | -18.7% | +11.5% | -30.2% | -25.7% |
| 1Y | -15.4% | +13.5% | -28.9% | -23.7% |
| 3Y | +5.5% | +78.1% | -72.6% | -33.3% |
| 5Y | -33.8% | +73.1% | -106.9% | -57.3% |
| 10Y | +76.9% | +310.7% | -233.9% | -40.1% |
| All | -44.8% | +800.4% | -845.3% | -90.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VOO.
Daily Out/Under-Performance
Portfolio return minus VOO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VOO 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 VOO 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