+57.2%
COP vs IWD
+29.9%
+27.3%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.0% | -3.3% | -0.6% |
| 7D | -8.4% | +1.3% | -9.7% | -7.8% |
| 30D | +0.3% | +3.6% | -3.3% | +1.7% |
| 3M | +15.1% | +2.3% | +12.8% | +16.2% |
| 6M | +19.8% | +13.0% | +6.7% | +24.1% |
| YTD | +46.8% | +26.2% | +20.6% | +46.9% |
| All | +57.2% | +29.9% | +27.3% | +55.5% |
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