+25.7%
COP vs IBB
+78.6%
-53.0%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.7% | -1.1% | +0.4% |
| 7D | -11.5% | -1.8% | -9.7% | -11.3% |
| 30D | +5.0% | +5.1% | -0.1% | +4.2% |
| 3M | +17.5% | +10.7% | +6.8% | +15.3% |
| 6M | +16.2% | +22.9% | -6.7% | +11.7% |
| YTD | +48.8% | +26.7% | +22.1% | +40.8% |
| 1Y | +64.1% | +35.1% | +29.0% | +51.3% |
| 3Y | +25.7% | +80.2% | -54.5% | +0.9% |
| All | +25.7% | +78.6% | -53.0% | +0.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling