+336.7%
COP vs IVZ
+43.7%
+293.1%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.4% | -0.8% | +0.7% |
| 7D | +4.4% | +7.6% | -3.2% | +1.4% |
| 30D | 0.0% | +4.3% | -4.4% | -2.3% |
| 3M | +15.0% | -9.3% | +24.4% | +18.2% |
| 6M | +22.0% | +5.2% | +16.8% | +16.7% |
| YTD | +55.3% | +13.4% | +41.9% | +41.8% |
| 1Y | +64.1% | +25.4% | +38.8% | +43.4% |
| 3Y | +34.1% | +152.5% | -118.4% | -17.8% |
| 5Y | +133.4% | +36.7% | +96.7% | +80.6% |
| All | +336.7% | +43.7% | +293.1% | +170.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IVZ.
Daily Out/Under-Performance
Portfolio return minus IVZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IVZ 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 IVZ 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