+136.9%
ICLN vs VT
+221.8%
-84.8%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.3% | -0.3% | -0.2% |
| 7D | -3.9% | +2.4% | -6.2% | -6.4% |
| 30D | -5.0% | -1.5% | -3.5% | -3.4% |
| 3M | -13.9% | -4.1% | -9.8% | -9.7% |
| 6M | -27.5% | +0.6% | -28.1% | -27.5% |
| YTD | -3.5% | +11.0% | -14.6% | -13.1% |
| 1Y | -5.3% | +13.3% | -18.6% | -16.6% |
| 3Y | +27.1% | +73.4% | -46.3% | -30.6% |
| 5Y | -32.6% | +57.4% | -90.1% | -58.8% |
| All | +136.9% | +221.8% | -84.8% | -33.4% |
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 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