+1,503.3%
COP vs IEF
+125.8%
+1,377.5%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.8% | +2.4% | +0.6% |
| 7D | +3.4% | -1.9% | +5.3% | +1.1% |
| 30D | -0.6% | +1.1% | -1.7% | +0.7% |
| 3M | +10.8% | -1.9% | +12.7% | +8.3% |
| 6M | +19.6% | -2.4% | +22.0% | +16.7% |
| YTD | +52.9% | -3.0% | +55.9% | +48.4% |
| 1Y | +62.2% | -3.1% | +65.3% | +57.2% |
| 3Y | +32.4% | +10.7% | +21.7% | +50.9% |
| 5Y | +129.7% | -8.0% | +137.7% | +105.8% |
| 10Y | +331.8% | +6.9% | +324.8% | +382.8% |
| All | +1,503.3% | +125.8% | +1,377.5% | +3,810.6% |
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 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