+1,318.0%
COP vs IBB
+560.8%
+757.2%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.9% | -0.2% | -0.7% |
| 7D | +3.0% | +1.4% | +1.6% | +2.4% |
| 30D | +17.5% | +10.5% | +7.0% | +12.1% |
| 3M | +13.4% | +23.6% | -10.3% | +2.4% |
| 6M | +17.7% | +22.6% | -4.9% | +5.9% |
| YTD | +46.6% | +25.7% | +20.9% | +29.9% |
| 1Y | +44.6% | +51.4% | -6.8% | +17.2% |
| 3Y | +20.7% | +64.4% | -43.7% | -7.2% |
| 5Y | +185.0% | +22.1% | +162.9% | +146.3% |
| 10Y | +347.0% | +132.5% | +214.5% | +182.9% |
| All | +1,318.0% | +560.8% | +757.2% | +331.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling