+129.7%
COP vs IBB
+40.3%
+89.4%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.2% | +3.8% | +2.0% |
| 7D | +3.4% | +1.6% | +1.8% | +3.1% |
| 30D | -0.6% | +6.7% | -7.3% | -1.9% |
| 3M | +10.8% | +6.3% | +4.4% | +9.0% |
| 6M | +19.6% | +23.9% | -4.3% | +13.5% |
| YTD | +52.9% | +26.6% | +26.3% | +43.5% |
| 1Y | +62.2% | +29.6% | +32.6% | +51.0% |
| 3Y | +32.4% | +86.1% | -53.7% | +8.9% |
| 5Y | +129.7% | +40.3% | +89.4% | +86.0% |
| All | +129.7% | +40.3% | +89.4% | +86.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling