+318.0%
COP vs IBB
+132.2%
+185.8%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.1% | +1.9% | +1.3% |
| 7D | -6.1% | +0.8% | -6.9% | -6.6% |
| 30D | +1.1% | +5.2% | -4.1% | -1.6% |
| 3M | +10.9% | +8.6% | +2.4% | +5.8% |
| 6M | +20.8% | +27.8% | -7.1% | +5.9% |
| YTD | +48.0% | +28.8% | +19.2% | +27.8% |
| 1Y | +58.5% | +36.4% | +22.1% | +32.6% |
| 3Y | +28.1% | +89.3% | -61.2% | -12.3% |
| 5Y | +120.5% | +43.3% | +77.2% | +73.6% |
| All | +318.0% | +132.2% | +185.8% | +141.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IBB.
Daily Out/Under-Performance
Portfolio return minus IBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBB 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 IBB 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