+130.1%
ICOW vs VOO
+259.4%
-129.2%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VOO | 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% | +2.2% | -4.3% | -3.9% |
| YTD | +15.4% | +11.5% | +3.9% | +6.1% |
| 1Y | +17.4% | +13.5% | +3.9% | +6.4% |
| 3Y | +65.9% | +78.1% | -12.2% | +5.7% |
| 5Y | +67.9% | +73.1% | -5.3% | +8.3% |
| All | +130.1% | +259.4% | -129.2% | -9.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VOO.
Daily Out/Under-Performance
Portfolio return minus VOO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VOO 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 VOO 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