+1,528.7%
COP vs IEF
+125.4%
+1,403.3%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.2% | +1.8% | +1.4% |
| 7D | +4.4% | -2.0% | +6.4% | +2.0% |
| 30D | 0.0% | +0.7% | -0.8% | +0.8% |
| 3M | +15.0% | -2.5% | +17.5% | +11.7% |
| 6M | +22.0% | -2.6% | +24.6% | +18.8% |
| YTD | +55.3% | -3.2% | +58.5% | +50.4% |
| 1Y | +64.1% | -3.0% | +67.2% | +59.2% |
| 3Y | +34.1% | +10.5% | +23.5% | +52.6% |
| 5Y | +133.4% | -8.2% | +141.5% | +108.6% |
| 10Y | +338.6% | +6.7% | +331.9% | +389.4% |
| All | +1,528.7% | +125.4% | +1,403.3% | +3,863.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling