+108.3%
ICL vs VT
+222.7%
-114.5%
-64.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | 0.0% | +0.7% | +0.7% |
| 7D | +5.9% | +0.4% | +5.4% | +5.4% |
| 30D | +13.4% | +1.0% | +12.4% | +12.4% |
| 3M | +0.7% | +2.4% | -1.7% | -1.5% |
| 6M | +23.1% | +12.0% | +11.1% | +10.8% |
| YTD | +5.6% | +15.3% | -9.7% | -7.6% |
| 1Y | -1.0% | +22.6% | -23.5% | -17.9% |
| 3Y | +5.9% | +74.7% | -68.8% | -36.4% |
| 5Y | +5.4% | +66.1% | -60.7% | -33.9% |
| All | +108.3% | +222.7% | -114.5% | -30.8% |
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