+196.2%
ICVT vs VT
+212.3%
-16.0%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -6.7% |
| 3M | -9.4% | -1.3% | -8.1% | -8.5% |
| 6M | -7.9% | +3.1% | -11.0% | -9.6% |
| YTD | +6.7% | +10.9% | -4.2% | -0.3% |
| 1Y | +1.8% | +12.1% | -10.3% | -5.5% |
| 3Y | +52.3% | +73.9% | -21.6% | +3.9% |
| 5Y | +18.2% | +58.0% | -39.8% | -14.3% |
| 10Y | +204.3% | +225.5% | -21.2% | +48.4% |
| All | +196.2% | +212.3% | -16.0% | +46.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling