+104.5%
ICOP vs VT
+74.5%
+30.0%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.6% | -2.3% | -1.9% |
| 7D | +1.6% | +2.9% | -1.3% | -3.0% |
| 30D | -12.6% | -2.5% | -10.1% | -8.5% |
| 3M | -15.4% | -3.3% | -12.1% | -10.0% |
| 6M | -15.3% | +1.5% | -16.8% | -15.9% |
| YTD | +6.5% | +11.4% | -4.9% | -7.1% |
| 1Y | +20.3% | +11.9% | +8.4% | +4.5% |
| 3Y | +133.4% | +73.9% | +59.5% | +6.9% |
| All | +104.5% | +74.5% | +30.0% | -6.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling