-15.8%
ICL vs VT
+12.5%
-28.3%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.3% | 0.0% |
| 7D | +7.1% | -0.1% | +7.3% | +7.0% |
| 30D | -7.0% | -3.1% | -3.9% | -5.4% |
| 3M | -11.7% | -3.5% | -8.2% | -10.0% |
| 6M | -25.3% | +0.5% | -25.8% | -25.6% |
| YTD | -16.0% | +10.8% | -26.7% | -20.5% |
| 1Y | -15.8% | +11.9% | -27.7% | -21.2% |
| All | -15.8% | +12.5% | -28.3% | -21.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling