+91.0%
IVT vs SPY
+307.0%
-216.0%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.2% | -0.1% |
| 7D | +0.1% | +2.6% | -2.5% | -0.7% |
| 30D | +6.7% | -2.0% | +8.7% | +7.3% |
| 3M | -5.2% | -2.8% | -2.5% | -4.5% |
| 6M | +3.7% | +2.1% | +1.6% | +2.7% |
| YTD | +14.4% | +11.5% | +3.0% | +10.0% |
| 1Y | +15.9% | +13.5% | +2.4% | +10.6% |
| 3Y | +43.1% | +77.7% | -34.6% | +18.3% |
| 5Y | +53.4% | +72.6% | -19.2% | +24.4% |
| All | +91.0% | +307.0% | -216.0% | +62.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling