+130.1%
ICOW vs SPY
+257.2%
-127.1%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.9% | +0.8% |
| 7D | +1.2% | +2.6% | -1.4% | -0.7% |
| 30D | +3.4% | -2.0% | +5.4% | +4.8% |
| 3M | -0.7% | -2.8% | +2.0% | +1.2% |
| 6M | -2.1% | +2.1% | -4.3% | -3.9% |
| YTD | +15.4% | +11.5% | +4.0% | +6.1% |
| 1Y | +17.4% | +13.5% | +3.9% | +6.4% |
| 3Y | +65.9% | +77.7% | -11.8% | +5.3% |
| 5Y | +67.9% | +72.6% | -4.8% | +8.0% |
| All | +130.1% | +257.2% | -127.1% | -10.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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