+51.5%
COP vs IWD
+29.9%
+21.7%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.7% | -0.4% | -1.2% |
| 7D | +3.0% | -0.3% | +3.3% | +3.0% |
| 30D | +17.5% | +0.6% | +16.9% | +17.6% |
| 3M | +13.4% | +7.2% | +6.1% | +14.2% |
| 6M | +17.7% | +16.2% | +1.5% | +18.8% |
| YTD | +46.6% | +23.3% | +23.3% | +39.4% |
| All | +51.5% | +29.9% | +21.7% | +40.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling