+2,947.7%
COP vs IVZ
+965.0%
+1,982.7%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.6% | 0.0% | +1.1% |
| 7D | +4.4% | +6.8% | -2.4% | +2.4% |
| 30D | 0.0% | +3.5% | -3.6% | -1.5% |
| 3M | +15.0% | -10.0% | +25.1% | +17.7% |
| 6M | +22.0% | +4.5% | +17.5% | +18.4% |
| YTD | +55.3% | +12.6% | +42.8% | +45.9% |
| 1Y | +64.1% | +24.4% | +39.7% | +49.6% |
| 3Y | +34.1% | +150.6% | -116.5% | -3.3% |
| 5Y | +133.4% | +35.7% | +97.7% | +95.8% |
| 10Y | +338.6% | +43.9% | +294.7% | +239.9% |
| All | +2,947.7% | +965.0% | +1,982.7% | +1,389.2% |
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