+129.7%
ICOW vs VT
+179.3%
-49.6%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.1% | -1.3% | -1.2% |
| 7D | -1.2% | -0.7% | -0.5% | -0.7% |
| 30D | +3.4% | -1.7% | +5.1% | +4.8% |
| 3M | -1.2% | -2.3% | +1.1% | +0.6% |
| 6M | -2.2% | +1.5% | -3.7% | -3.8% |
| YTD | +15.2% | +12.0% | +3.2% | +3.9% |
| 1Y | +17.0% | +12.9% | +4.1% | +4.7% |
| 3Y | +66.6% | +74.9% | -8.4% | +0.5% |
| 5Y | +68.6% | +59.9% | +8.7% | +9.6% |
| All | +129.7% | +179.3% | -49.6% | -3.8% |
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