-16.6%
IVT vs SPY
+405.7%
-422.3%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +2.8% |
| YTD | +14.4% | +11.5% | +3.0% | +10.3% |
| 1Y | +15.9% | +13.5% | +2.4% | +11.1% |
| 3Y | +43.1% | +77.7% | -34.6% | +20.5% |
| 5Y | +53.4% | +72.6% | -19.2% | +27.3% |
| 10Y | +91.0% | +308.2% | -217.1% | +57.6% |
| All | -16.6% | +405.7% | -422.3% | -29.5% |
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