+15.7%
ICVT vs SPY
+72.1%
-56.4%
-29.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.5% | -0.7% |
| 7D | +0.6% | +2.6% | -2.0% | -1.0% |
| 30D | -3.9% | -2.0% | -1.9% | -2.6% |
| 3M | -13.4% | -2.8% | -10.6% | -11.8% |
| 6M | -13.1% | +2.1% | -15.3% | -14.1% |
| YTD | +5.1% | +11.5% | -6.4% | -1.3% |
| 1Y | +5.3% | +13.5% | -8.2% | -2.1% |
| 3Y | +50.8% | +77.7% | -26.9% | +6.4% |
| All | +15.7% | +72.1% | -56.4% | -16.4% |
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