+337.5%
COP vs IEF
+4.0%
+333.6%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.8% | +1.2% | -0.5% |
| 7D | +1.0% | -1.2% | +2.2% | -0.4% |
| 30D | +9.6% | -1.5% | +11.0% | +7.8% |
| 3M | +15.0% | -1.7% | +16.7% | +13.1% |
| 6M | +21.8% | -3.5% | +25.3% | +17.6% |
| YTD | +49.6% | -2.6% | +52.3% | +45.9% |
| 1Y | +49.9% | -2.4% | +52.3% | +46.7% |
| 3Y | +22.6% | +8.9% | +13.7% | +35.7% |
| 5Y | +193.6% | -9.2% | +202.9% | +130.3% |
| All | +337.5% | +4.0% | +333.6% | +345.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IEF.
Daily Out/Under-Performance
Portfolio return minus IEF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IEF 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 IEF 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