-53.7%
ICLN vs VT
+346.0%
-399.7%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.2% | +1.7% | +1.6% |
| 7D | +7.4% | -2.3% | +9.8% | +10.4% |
| 30D | -5.0% | -5.0% | 0.0% | +1.0% |
| 3M | -9.2% | -4.9% | -4.3% | -3.5% |
| 6M | -22.6% | -1.5% | -21.1% | -20.5% |
| YTD | +0.4% | +8.5% | -8.1% | -8.0% |
| 1Y | -6.5% | +11.4% | -17.8% | -16.8% |
| 3Y | +27.7% | +70.1% | -42.4% | -32.5% |
| 5Y | -27.6% | +53.7% | -81.3% | -56.5% |
| 10Y | +131.8% | +220.0% | -88.2% | -43.0% |
| All | -53.7% | +346.0% | -399.7% | -92.7% |
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