-59.5%
ICL vs VT
+374.2%
-433.7%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | 0.0% | +0.7% | +0.7% |
| 7D | +5.9% | +0.4% | +5.4% | +5.6% |
| 30D | +13.4% | +1.0% | +12.4% | +12.6% |
| 3M | +0.7% | +2.4% | -1.7% | -0.9% |
| 6M | +23.1% | +12.0% | +11.1% | +13.9% |
| YTD | +5.6% | +15.3% | -9.7% | -4.2% |
| 1Y | -1.0% | +22.6% | -23.5% | -13.7% |
| 3Y | +5.9% | +74.7% | -68.8% | -26.7% |
| 5Y | +5.4% | +66.1% | -60.7% | -24.5% |
| 10Y | +102.9% | +225.0% | -122.1% | -1.3% |
| All | -59.5% | +374.2% | -433.7% | -85.4% |
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