-24.3%
ICLR price history and return analytics
+57.4%
-81.7%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.6% | -1.2% | -1.7% |
| 7D | +1.2% | +0.4% | +0.8% | +0.5% |
| 30D | +26.4% | -2.6% | +29.0% | +30.2% |
| 3M | +26.2% | -3.2% | +29.4% | +30.7% |
| 6M | +66.8% | +0.9% | +65.8% | +63.0% |
| YTD | +13.9% | +11.3% | +2.6% | -0.1% |
| 1Y | +30.4% | +14.0% | +16.4% | +11.2% |
| 3Y | -17.2% | +75.8% | -93.0% | -59.0% |
| 5Y | -24.3% | +57.8% | -82.1% | -57.3% |
| All | -24.3% | +57.4% | -81.7% | -57.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling