+6.3%
ICL vs VT
+69.7%
-63.5%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.2% | +0.4% | +0.4% |
| 7D | +2.2% | -2.3% | +4.5% | +4.1% |
| 30D | -7.9% | -5.0% | -2.9% | -4.0% |
| 3M | -10.3% | -4.9% | -5.4% | -6.6% |
| 6M | -15.2% | -1.5% | -13.6% | -14.4% |
| YTD | -15.8% | +8.5% | -24.3% | -22.5% |
| 1Y | -12.7% | +11.4% | -24.1% | -21.9% |
| 3Y | +6.3% | +70.1% | -63.8% | -52.3% |
| All | +6.3% | +69.7% | -63.5% | -52.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling