+132.1%
ICOW vs VT
+177.5%
-45.4%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +2.6% | -0.5% | -0.2% |
| 7D | +1.9% | +0.4% | +1.5% | +1.4% |
| 30D | +4.1% | -2.6% | +6.7% | +6.4% |
| 3M | -1.0% | -3.2% | +2.3% | +1.7% |
| 6M | -0.4% | +0.9% | -1.4% | -1.5% |
| YTD | +16.4% | +11.3% | +5.1% | +5.5% |
| 1Y | +20.9% | +14.0% | +6.9% | +7.3% |
| 3Y | +69.8% | +75.8% | -6.0% | +1.9% |
| 5Y | +69.7% | +57.8% | +11.9% | +11.7% |
| All | +132.1% | +177.5% | -45.4% | -2.3% |
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