+28.3%
ICLO price history and return analytics
+88.1%
-59.8%
-3.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | +0.1% |
| 7D | +0.1% | -0.1% | +0.2% | +0.1% |
| 30D | +0.3% | -3.1% | +3.3% | +0.4% |
| 3M | +1.0% | -3.5% | +4.5% | +1.2% |
| 6M | +2.3% | +0.5% | +1.8% | +2.3% |
| YTD | +4.1% | +10.8% | -6.7% | +3.6% |
| 1Y | +4.7% | +11.9% | -7.2% | +4.1% |
| 3Y | +19.3% | +73.0% | -53.7% | +17.2% |
| All | +28.3% | +88.1% | -59.8% | +26.2% |
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