+338.5%
COP vs ITOT
+303.4%
+35.1%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.8% | -0.6% | -0.6% |
| 7D | +2.3% | -0.9% | +3.2% | +3.2% |
| 30D | +8.6% | -1.5% | +10.1% | +10.0% |
| 3M | +19.9% | +3.6% | +16.3% | +14.8% |
| 6M | +19.0% | +13.7% | +5.3% | +2.0% |
| YTD | +50.0% | +12.9% | +37.0% | +29.1% |
| 1Y | +50.5% | +17.2% | +33.3% | +24.2% |
| 3Y | +25.2% | +75.6% | -50.4% | -35.4% |
| 5Y | +194.3% | +75.5% | +118.8% | +47.9% |
| All | +338.5% | +303.4% | +35.1% | -19.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ITOT.
Daily Out/Under-Performance
Portfolio return minus ITOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITOT 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 ITOT 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