+2,775.9%
COP vs IVZ
+1,117.8%
+1,658.1%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.1% | -2.2% | -1.4% |
| 7D | +3.0% | +0.6% | +2.4% | +2.7% |
| 30D | +17.5% | +4.0% | +13.5% | +16.0% |
| 3M | +13.4% | +18.2% | -4.8% | +7.1% |
| 6M | +17.7% | +32.8% | -15.1% | +6.6% |
| YTD | +46.6% | +28.7% | +17.8% | +33.4% |
| 1Y | +44.6% | +55.4% | -10.8% | +24.1% |
| 3Y | +20.7% | +135.2% | -114.5% | -10.9% |
| 5Y | +185.0% | +64.2% | +120.9% | +127.1% |
| 10Y | +347.0% | +64.6% | +282.4% | +235.1% |
| All | +2,775.9% | +1,117.8% | +1,658.1% | +1,260.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling