+35.5%
ICOP vs VT
+15.2%
+20.3%
-26.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +1.7% | +2.2% | -0.1% |
| 7D | -3.1% | -0.3% | -2.8% | -2.3% |
| 30D | -11.2% | -1.4% | -9.8% | -7.9% |
| 3M | -8.3% | -1.4% | -6.9% | -4.9% |
| 6M | +1.1% | +5.5% | -4.4% | -8.8% |
| YTD | +9.9% | +12.8% | -3.0% | -12.0% |
| 1Y | +35.5% | +15.4% | +20.1% | +4.4% |
| All | +35.5% | +15.2% | +20.3% | +4.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 1y: compounded portfolio wealth divided by compounded VT 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…
1y analysis · Full analysis span regression · 6 months rolling