+433.3%
ICLR vs VT
+363.9%
+69.4%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.7% | -2.0% | -1.7% |
| 7D | -5.2% | -0.3% | -4.9% | -4.9% |
| 30D | +20.7% | -1.4% | +22.1% | +22.0% |
| 3M | +29.5% | -1.4% | +30.9% | +30.9% |
| 6M | +81.4% | +5.5% | +75.9% | +73.3% |
| YTD | +11.5% | +12.8% | -1.4% | +1.8% |
| 1Y | +24.6% | +15.4% | +9.2% | +11.9% |
| 3Y | -21.3% | +76.9% | -98.2% | -48.9% |
| 5Y | -27.6% | +60.4% | -88.0% | -48.8% |
| 10Y | +165.7% | +232.8% | -67.1% | +14.5% |
| All | +433.3% | +363.9% | +69.4% | +57.7% |
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