+19.6%
COP vs IEF
-2.5%
+22.1%
-17.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.8% | +2.4% | -0.2% |
| 7D | +3.4% | -1.9% | +5.3% | -0.9% |
| 30D | -0.6% | +1.1% | -1.7% | +2.4% |
| 3M | +10.8% | -1.9% | +12.7% | +2.1% |
| 6M | +19.6% | -2.4% | +22.0% | +9.5% |
| All | +19.6% | -2.5% | +22.1% | +9.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling