-50.0%
ICLN vs VT
+374.2%
-424.2%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.8% | +0.8% |
| 7D | +1.7% | +0.4% | +1.2% | +1.1% |
| 30D | -1.8% | +1.0% | -2.8% | -2.9% |
| 3M | -22.9% | +2.4% | -25.2% | -24.6% |
| 6M | -1.5% | +12.0% | -13.5% | -13.3% |
| YTD | +8.4% | +15.3% | -6.9% | -7.7% |
| 1Y | +25.3% | +22.6% | +2.7% | -0.6% |
| 3Y | +15.7% | +74.7% | -59.0% | -40.6% |
| 5Y | -19.6% | +66.1% | -85.7% | -56.0% |
| 10Y | +124.1% | +225.0% | -100.9% | -45.8% |
| All | -50.0% | +374.2% | -424.2% | -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