+338.5%
COP vs IJR
+172.1%
+166.5%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.5% | -0.3% | -0.2% |
| 7D | +2.3% | -2.2% | +4.5% | +4.3% |
| 30D | +8.6% | -4.6% | +13.2% | +13.0% |
| 3M | +19.9% | +0.2% | +19.6% | +18.7% |
| 6M | +19.0% | +14.7% | +4.3% | +2.9% |
| YTD | +50.0% | +18.9% | +31.1% | +25.0% |
| 1Y | +50.5% | +19.9% | +30.6% | +23.9% |
| 3Y | +25.2% | +53.0% | -27.8% | -21.8% |
| 5Y | +194.3% | +40.9% | +153.4% | +93.4% |
| All | +338.5% | +172.1% | +166.5% | +59.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IJR.
Daily Out/Under-Performance
Portfolio return minus IJR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IJR 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 10y: compounded portfolio wealth divided by compounded IJR 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…
10y analysis · Full analysis span regression · 6 months rolling