-39.1%
ICLR vs VOO
+82.3%
-121.4%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VOO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.6% | -3.4% | -3.3% |
| 7D | -1.9% | +0.5% | -2.4% | -2.5% |
| 30D | -3.8% | -0.9% | -2.8% | -2.7% |
| 3M | +4.0% | +3.9% | +0.1% | -0.8% |
| 6M | +47.7% | +14.5% | +33.2% | +25.8% |
| YTD | -13.1% | +13.0% | -26.1% | -23.7% |
| 1Y | -10.9% | +19.4% | -30.4% | -26.4% |
| 3Y | -36.7% | +78.9% | -115.6% | -67.5% |
| 5Y | -39.1% | +82.3% | -121.3% | -69.0% |
| All | -39.1% | +82.3% | -121.4% | -69.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VOO.
Daily Out/Under-Performance
Portfolio return minus VOO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VOO 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 5y: compounded portfolio wealth divided by compounded VOO 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…
5y analysis · Full analysis span regression · 6 months rolling