+104.5%
ICOP vs SPY
+82.1%
+22.4%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.4% | -2.5% | -2.4% |
| 7D | +1.6% | +3.3% | -1.7% | -2.6% |
| 30D | -12.6% | -2.7% | -9.9% | -9.2% |
| 3M | -15.4% | -1.7% | -13.7% | -13.1% |
| 6M | -15.3% | +3.1% | -18.4% | -17.6% |
| YTD | +6.5% | +11.9% | -5.4% | -5.5% |
| 1Y | +20.3% | +12.0% | +8.3% | +6.9% |
| 3Y | +133.4% | +78.2% | +55.2% | +19.1% |
| All | +104.5% | +82.1% | +22.4% | +1.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling