+120.5%
COP vs IVZ
+37.2%
+83.2%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.1% | +1.0% | +0.9% |
| 7D | -6.1% | +2.2% | -8.3% | -6.7% |
| 30D | +1.1% | -2.2% | +3.3% | +1.2% |
| 3M | +10.9% | -8.4% | +19.4% | +12.5% |
| 6M | +20.8% | +6.2% | +14.6% | +17.4% |
| YTD | +48.0% | +12.4% | +35.6% | +40.5% |
| 1Y | +58.5% | +26.0% | +32.5% | +45.3% |
| 3Y | +28.1% | +147.9% | -119.7% | -7.1% |
| 5Y | +120.5% | +38.8% | +81.7% | +93.1% |
| All | +120.5% | +37.2% | +83.2% | +93.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling