We report ac magnetic susceptibility and dc magnetization measurements on the superconducting ferromagnet UCoGe (with superconducting and Curie temperatures of $T_{{rm SC}} sim 0.5$~K and $T_{{rm Curie}} sim 2.5$~K, respectively). In the normal, ferromagnetic state ($T_{{rm SC}} < T < T_{{rm Curie}}$), the magnetization curve exhibits a hysteresis loop similar to that of a regular itinerant ferromagnet. Upon lowering the temperature below $T_{{rm SC}}$, the spontaneous magnetization is unchanged, but the hysteresis is markedly enhanced. Even deeply inside the superconducting state, ferromagnetism is not completely shielded, and there is no Meissner region, a magnetic field region of $H < H_{rm c1}$ (a lower critical field). From these results, we suggest that UCoGe is the first material in which ferromagnetism robustly survives in the superconducting state and a spontaneous vortex state without the Meissner state is realized.