+18.0%
ICVT vs VT
+60.6%
-42.6%
-30.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.7% | -1.7% | -1.2% |
| 7D | -3.1% | -0.3% | -2.8% | -2.9% |
| 30D | -8.4% | -1.4% | -7.0% | -7.5% |
| 3M | -10.9% | -1.4% | -9.5% | -10.0% |
| 6M | -8.7% | +5.5% | -14.2% | -11.7% |
| YTD | +6.7% | +12.8% | -6.1% | -1.3% |
| 1Y | +4.0% | +15.4% | -11.5% | -5.3% |
| 3Y | +52.3% | +76.9% | -24.6% | +3.9% |
| 5Y | +18.0% | +60.4% | -42.4% | -11.9% |
| All | +18.0% | +60.6% | -42.6% | -11.9% |
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