+149.7%
ICOP vs SPY
+84.8%
+64.9%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.6% | -0.5% |
| 7D | -2.6% | +0.1% | -2.7% | -2.7% |
| 30D | +5.2% | +0.1% | +5.1% | +5.1% |
| 3M | +2.6% | +2.0% | +0.7% | +0.6% |
| 6M | +7.7% | +13.0% | -5.3% | -6.2% |
| YTD | +30.0% | +13.5% | +16.4% | +12.8% |
| 1Y | +78.9% | +20.0% | +58.9% | +46.7% |
| 3Y | +143.8% | +77.2% | +66.6% | +26.6% |
| All | +149.7% | +84.8% | +64.9% | +21.1% |
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