+130.0%
ICOW vs VT
+169.8%
-39.8%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.1% | +3.0% | +2.5% |
| 7D | +1.4% | -4.2% | +5.6% | +5.2% |
| 30D | +3.2% | -5.8% | +9.0% | +8.6% |
| 3M | +0.5% | -5.2% | +5.7% | +5.1% |
| 6M | -0.2% | +0.1% | -0.3% | -0.7% |
| YTD | +15.4% | +8.2% | +7.2% | +7.2% |
| 1Y | +19.9% | +10.1% | +9.8% | +9.7% |
| 3Y | +63.7% | +69.7% | -5.9% | +1.4% |
| 5Y | +67.6% | +53.4% | +14.2% | +13.1% |
| All | +130.0% | +169.8% | -39.8% | -0.7% |
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