+185.8%
ICVT vs SPY
+319.6%
-133.8%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -4.4% | +0.9% | -0.6% |
| 7D | -6.4% | -4.7% | -1.7% | -3.4% |
| 30D | -12.0% | -5.9% | -6.1% | -8.4% |
| 3M | -13.3% | -4.5% | -8.8% | -10.6% |
| 6M | -12.9% | +1.8% | -14.7% | -13.7% |
| YTD | +3.0% | +8.3% | -5.4% | -1.9% |
| 1Y | -1.1% | +9.3% | -10.4% | -6.3% |
| 3Y | +46.9% | +74.9% | -28.0% | +1.7% |
| 5Y | +13.1% | +67.3% | -54.1% | -20.0% |
| 10Y | +192.1% | +311.6% | -119.5% | +27.8% |
| All | +185.8% | +319.6% | -133.8% | +25.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling