+115.5%
ICOP vs VT
+74.4%
+41.1%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +2.6% | +3.1% | +1.3% |
| 7D | +4.0% | +0.4% | +3.6% | +3.4% |
| 30D | -9.2% | -2.6% | -6.6% | -4.9% |
| 3M | -10.6% | -3.2% | -7.4% | -5.1% |
| 6M | -6.9% | +0.9% | -7.8% | -6.8% |
| YTD | +12.2% | +11.3% | +0.9% | -2.0% |
| 1Y | +32.7% | +14.0% | +18.7% | +12.2% |
| 3Y | +145.7% | +75.8% | +69.9% | +10.6% |
| All | +115.5% | +74.4% | +41.1% | -1.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling