+24.5%
COP vs IJR
+52.6%
-28.1%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.1% | +2.2% | +1.5% |
| 7D | -0.5% | -1.1% | +0.6% | 0.0% |
| 30D | +11.7% | -3.6% | +15.3% | +13.3% |
| 3M | +17.7% | +2.3% | +15.4% | +15.9% |
| 6M | +18.3% | +14.3% | +4.0% | +9.5% |
| YTD | +49.1% | +19.3% | +29.8% | +34.3% |
| 1Y | +53.3% | +22.6% | +30.7% | +35.8% |
| All | +24.5% | +52.6% | -28.1% | +0.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling