+18.4%
ICVT vs SPY
+74.6%
-56.2%
-29.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.3% | +0.3% | +0.8% |
| 7D | +0.1% | -0.9% | +1.0% | +0.7% |
| 30D | -5.6% | -2.4% | -3.3% | -4.2% |
| 3M | -9.3% | -1.2% | -8.1% | -8.6% |
| 6M | -11.3% | +3.3% | -14.6% | -12.9% |
| YTD | +7.2% | +12.3% | -5.1% | +0.1% |
| 1Y | +3.9% | +12.4% | -8.6% | -3.0% |
| 3Y | +54.0% | +78.8% | -24.8% | +8.3% |
| 5Y | +18.4% | +75.2% | -56.8% | -15.4% |
| All | +18.4% | +74.6% | -56.2% | -15.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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