+149.7%
ICOP vs VT
+80.7%
+69.0%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -1.0% | -1.0% |
| 7D | -2.6% | +0.4% | -3.0% | -3.3% |
| 30D | +5.2% | +1.0% | +4.2% | +3.6% |
| 3M | +2.6% | +2.4% | +0.3% | -0.5% |
| 6M | +7.7% | +12.0% | -4.3% | -8.4% |
| YTD | +30.0% | +15.3% | +14.7% | +6.5% |
| 1Y | +78.9% | +22.6% | +56.3% | +34.8% |
| 3Y | +143.8% | +74.7% | +69.1% | +11.7% |
| All | +149.7% | +80.7% | +69.0% | +7.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling