+806.9%
ILCG vs VT
+345.0%
+461.9%
-46.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -4.1% | -2.1% | -2.3% |
| 7D | -9.1% | -4.2% | -4.9% | -5.2% |
| 30D | -14.2% | -5.8% | -8.4% | -9.0% |
| 3M | -11.4% | -5.2% | -6.2% | -6.6% |
| 6M | -6.9% | +0.1% | -7.1% | -6.6% |
| YTD | -0.2% | +8.2% | -8.5% | -6.9% |
| 1Y | -1.8% | +10.1% | -11.9% | -9.7% |
| 3Y | +71.6% | +69.7% | +2.0% | +7.0% |
| 5Y | +46.7% | +53.4% | -6.7% | +1.8% |
| 10Y | +373.4% | +219.2% | +154.2% | +79.7% |
| All | +806.9% | +345.0% | +461.9% | +155.6% |
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