+132.2%
COP vs ITOT
+63.9%
+68.3%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.4% | +2.0% | +1.8% |
| 7D | +4.4% | +2.5% | +1.9% | +3.0% |
| 30D | 0.0% | -1.7% | +1.7% | +0.7% |
| 3M | +15.0% | -3.4% | +18.4% | +16.8% |
| 6M | +22.0% | +2.1% | +19.9% | +19.3% |
| YTD | +55.3% | +11.5% | +43.9% | +42.6% |
| 1Y | +64.1% | +13.6% | +50.5% | +48.5% |
| 3Y | +34.1% | +77.2% | -43.1% | -11.4% |
| All | +132.2% | +63.9% | +68.3% | +63.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling