+53.4%
ICVT vs VT
+73.6%
-20.2%
-16.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | 0.0% | +0.7% | +0.7% |
| 7D | -2.2% | -1.6% | -0.6% | -1.1% |
| 30D | -8.4% | -2.5% | -5.9% | -6.6% |
| 3M | -9.4% | -1.3% | -8.1% | -8.4% |
| 6M | -7.9% | +3.1% | -11.0% | -9.4% |
| YTD | +6.7% | +10.9% | -4.2% | +0.2% |
| 1Y | +1.8% | +12.1% | -10.3% | -4.9% |
| All | +53.4% | +73.6% | -20.2% | +10.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling