+123.7%
ICLN vs VT
+221.4%
-97.7%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.5% | +3.5% | +3.6% |
| 7D | +6.2% | +1.0% | +5.2% | +5.0% |
| 30D | +0.1% | -0.2% | +0.3% | +0.3% |
| 3M | -12.6% | +4.5% | -17.1% | -16.5% |
| 6M | +5.3% | +14.1% | -8.7% | -8.2% |
| YTD | +11.7% | +14.8% | -3.0% | -3.1% |
| 1Y | +27.0% | +21.2% | +5.8% | +4.0% |
| 3Y | +24.0% | +76.6% | -52.6% | -33.8% |
| 5Y | -14.8% | +66.6% | -81.4% | -51.1% |
| 10Y | +123.7% | +222.3% | -98.5% | -39.0% |
| All | +123.7% | +221.4% | -97.7% | -39.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling