+32.6%
ICSH vs VT
+221.8%
-189.2%
-3.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.3% | +0.3% | +0.1% |
| 7D | -0.1% | +2.4% | -2.4% | -0.1% |
| 30D | +0.3% | -1.5% | +1.8% | +0.3% |
| 3M | +0.7% | -4.1% | +4.8% | +0.7% |
| 6M | +1.7% | +0.6% | +1.1% | +1.7% |
| YTD | +2.9% | +11.0% | -8.1% | +2.8% |
| 1Y | +3.6% | +13.3% | -9.8% | +3.4% |
| 3Y | +15.2% | +73.4% | -58.2% | +14.3% |
| 5Y | +21.5% | +57.4% | -36.0% | +20.7% |
| All | +32.6% | +221.8% | -189.2% | +29.8% |
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