+24.5%
COP vs IEF
+10.0%
+14.4%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.3% | +1.4% | +0.9% |
| 7D | -0.5% | -0.3% | -0.2% | -0.8% |
| 30D | +11.7% | -0.6% | +12.3% | +11.2% |
| 3M | +17.7% | -1.0% | +18.7% | +16.9% |
| 6M | +18.3% | -3.1% | +21.4% | +16.2% |
| YTD | +49.1% | -1.9% | +50.9% | +47.4% |
| 1Y | +53.3% | -1.4% | +54.7% | +52.0% |
| All | +24.5% | +10.0% | +14.4% | +31.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling