+400.8%
ISCB vs VT
+374.2%
+26.6%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.1% |
| 7D | -0.1% | +0.4% | -0.6% | -0.6% |
| 30D | -1.2% | +1.0% | -2.1% | -2.1% |
| 3M | +3.9% | +2.4% | +1.5% | +1.2% |
| 6M | +10.6% | +12.0% | -1.4% | -1.9% |
| YTD | +16.8% | +15.3% | +1.4% | +0.4% |
| 1Y | +21.5% | +22.6% | -1.0% | -1.8% |
| 3Y | +55.0% | +74.7% | -19.7% | -12.3% |
| 5Y | +39.2% | +66.1% | -27.0% | -16.4% |
| 10Y | +136.9% | +225.0% | -88.1% | -25.1% |
| All | +400.8% | +374.2% | +26.6% | +9.7% |
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