+50.5%
COP vs IEF
-2.7%
+53.2%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.4% | -0.3% |
| 7D | +2.3% | -1.3% | +3.6% | -1.5% |
| 30D | +8.6% | -1.7% | +10.4% | +3.4% |
| 3M | +19.9% | -2.5% | +22.4% | +12.2% |
| 6M | +19.0% | -3.3% | +22.3% | +10.6% |
| YTD | +50.0% | -2.8% | +52.8% | +40.0% |
| 1Y | +50.5% | -2.7% | +53.2% | +42.4% |
| All | +50.5% | -2.7% | +53.2% | +42.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling