+340.2%
COP vs IVZ
+60.3%
+279.9%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.8% | +1.9% | +1.4% |
| 7D | -0.5% | +1.2% | -1.7% | -1.0% |
| 30D | +11.7% | +1.8% | +9.9% | +10.6% |
| 3M | +17.7% | +15.7% | +1.9% | +9.8% |
| 6M | +18.3% | +36.3% | -18.0% | +2.0% |
| YTD | +49.1% | +24.9% | +24.1% | +32.3% |
| 1Y | +53.3% | +48.9% | +4.4% | +25.7% |
| 3Y | +22.2% | +136.8% | -114.7% | -22.0% |
| 5Y | +193.3% | +60.0% | +133.3% | +112.6% |
| 10Y | +340.2% | +63.4% | +276.9% | +159.5% |
| All | +340.2% | +60.3% | +279.9% | +159.5% |
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