-33.6%
ICL vs VT
+53.4%
-87.0%
-64.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.2% | +0.4% | +0.4% |
| 7D | +2.2% | -2.3% | +4.5% | +4.2% |
| 30D | -7.9% | -5.0% | -2.9% | -3.7% |
| 3M | -10.3% | -4.9% | -5.4% | -6.3% |
| 6M | -15.2% | -1.5% | -13.6% | -14.3% |
| YTD | -15.8% | +8.5% | -24.3% | -22.7% |
| 1Y | -12.7% | +11.4% | -24.1% | -22.0% |
| 3Y | +6.3% | +70.1% | -63.8% | -37.6% |
| All | -33.6% | +53.4% | -87.0% | -55.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling