+1,462.9%
COP vs IEF
+128.5%
+1,334.4%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.3% | +1.4% | +0.8% |
| 7D | -0.5% | -0.3% | -0.2% | -0.8% |
| 30D | +11.7% | -0.6% | +12.3% | +11.0% |
| 3M | +17.7% | -1.0% | +18.7% | +16.6% |
| 6M | +18.3% | -3.1% | +21.4% | +14.7% |
| YTD | +49.1% | -1.9% | +50.9% | +46.6% |
| 1Y | +53.3% | -1.4% | +54.7% | +51.9% |
| 3Y | +22.2% | +9.8% | +12.4% | +37.7% |
| 5Y | +193.3% | -8.8% | +202.1% | +158.8% |
| 10Y | +340.2% | +4.7% | +335.6% | +379.7% |
| All | +1,462.9% | +128.5% | +1,334.4% | +3,764.0% |
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 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