+34.0%
ICSH vs VT
+272.6%
-238.6%
-3.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | +0.1% | +0.4% | -0.3% | +0.1% |
| 30D | +0.3% | +1.0% | -0.7% | +0.3% |
| 3M | +0.9% | +2.4% | -1.5% | +0.9% |
| 6M | +1.8% | +12.0% | -10.2% | +1.6% |
| YTD | +2.4% | +15.3% | -12.9% | +2.2% |
| 1Y | +3.9% | +22.6% | -18.7% | +3.6% |
| 3Y | +15.8% | +74.7% | -58.8% | +15.1% |
| 5Y | +20.8% | +66.1% | -45.3% | +20.1% |
| 10Y | +32.2% | +225.0% | -192.8% | +30.3% |
| All | +34.0% | +272.6% | -238.6% | +32.3% |
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