+157.7%
ICOP vs VOO
+84.2%
+73.5%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VOO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.6% | +3.8% | +4.0% |
| 7D | +5.2% | +0.5% | +4.6% | +4.4% |
| 30D | +6.9% | -0.9% | +7.8% | +8.2% |
| 3M | +16.0% | +3.9% | +12.1% | +10.7% |
| 6M | +21.1% | +14.5% | +6.6% | +3.4% |
| YTD | +34.2% | +13.0% | +21.2% | +16.7% |
| 1Y | +81.4% | +19.4% | +62.0% | +48.7% |
| 3Y | +163.0% | +78.9% | +84.1% | +32.9% |
| All | +157.7% | +84.2% | +73.5% | +23.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VOO.
Daily Out/Under-Performance
Portfolio return minus VOO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VOO 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 VOO 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