+1,339.2%
COP vs IBB
+566.2%
+773.1%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.7% | -1.1% | -0.2% |
| 7D | -11.5% | -1.8% | -9.7% | -10.9% |
| 30D | +5.0% | +5.1% | -0.1% | +2.3% |
| 3M | +17.5% | +10.7% | +6.8% | +11.3% |
| 6M | +16.2% | +22.9% | -6.7% | +4.5% |
| YTD | +48.8% | +26.7% | +22.1% | +30.6% |
| 1Y | +64.1% | +35.1% | +29.0% | +39.7% |
| 3Y | +25.7% | +80.2% | -54.5% | -7.8% |
| 5Y | +114.4% | +37.8% | +76.5% | +74.3% |
| 10Y | +331.7% | +161.2% | +170.5% | +158.8% |
| All | +1,339.2% | +566.2% | +773.1% | +333.2% |
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