+20.8%
COP vs IVZ
+140.4%
-119.5%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.2% | +2.8% | +1.0% |
| 7D | -0.8% | +1.1% | -1.9% | -1.1% |
| 30D | +15.6% | +3.1% | +12.5% | +14.8% |
| 3M | +14.3% | +18.2% | -3.8% | +10.2% |
| 6M | +17.0% | +38.6% | -21.6% | +8.0% |
| YTD | +47.4% | +25.9% | +21.5% | +38.9% |
| 1Y | +52.4% | +51.7% | +0.7% | +35.9% |
| 3Y | +20.8% | +138.7% | -117.8% | -7.1% |
| All | +20.8% | +140.4% | -119.5% | -7.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling