-67.9%
ICL vs VT
+345.0%
-412.9%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -4.1% | +5.6% | +4.2% |
| 7D | +1.3% | -4.2% | +5.5% | +4.1% |
| 30D | -8.5% | -5.8% | -2.7% | -4.9% |
| 3M | -10.2% | -5.2% | -4.9% | -7.0% |
| 6M | -15.4% | +0.1% | -15.6% | -15.6% |
| YTD | -16.3% | +8.2% | -24.6% | -20.9% |
| 1Y | -28.2% | +10.1% | -38.3% | -32.8% |
| 3Y | +2.2% | +69.7% | -67.4% | -28.0% |
| 5Y | -32.5% | +53.4% | -85.9% | -49.1% |
| 10Y | +91.6% | +219.2% | -127.7% | -5.2% |
| All | -67.9% | +345.0% | -412.9% | -87.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling