+912.5%
ILCG vs VT
+374.2%
+538.3%
-46.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.2% | +0.2% |
| 7D | +0.4% | +0.4% | 0.0% | 0.0% |
| 30D | -1.1% | +1.0% | -2.1% | -2.0% |
| 3M | -2.7% | +2.4% | -5.0% | -4.6% |
| 6M | +14.2% | +12.0% | +2.2% | +3.0% |
| YTD | +11.4% | +15.3% | -4.0% | -2.3% |
| 1Y | +15.4% | +22.6% | -7.1% | -4.2% |
| 3Y | +85.3% | +74.7% | +10.6% | +12.1% |
| 5Y | +70.4% | +66.1% | +4.2% | +9.7% |
| 10Y | +402.9% | +225.0% | +177.9% | +86.2% |
| All | +912.5% | +374.2% | +538.3% | +168.2% |
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