+341.0%
COP vs IWD
+198.0%
+142.9%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.7% | -0.4% | -0.2% |
| 7D | +3.0% | -0.3% | +3.3% | +3.3% |
| 30D | +17.5% | +0.6% | +16.9% | +16.4% |
| 3M | +13.4% | +7.2% | +6.1% | +2.7% |
| 6M | +17.7% | +16.2% | +1.5% | -5.3% |
| YTD | +46.6% | +23.3% | +23.3% | +8.8% |
| 1Y | +44.6% | +29.6% | +15.0% | +0.3% |
| 3Y | +20.7% | +70.5% | -49.8% | -43.0% |
| 5Y | +185.0% | +73.5% | +111.6% | +30.4% |
| All | +341.0% | +198.0% | +142.9% | -0.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IWD.
Daily Out/Under-Performance
Portfolio return minus IWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWD 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 IWD 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