+20.0%
COP vs IWD
+70.7%
-50.6%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.7% | -0.4% | -0.5% |
| 7D | +3.0% | -0.3% | +3.3% | +3.2% |
| 30D | +17.5% | +0.6% | +16.9% | +16.8% |
| 3M | +13.4% | +7.2% | +6.1% | +6.6% |
| 6M | +17.7% | +16.2% | +1.5% | +2.3% |
| YTD | +46.6% | +23.3% | +23.3% | +19.5% |
| 1Y | +44.6% | +29.6% | +15.0% | +11.8% |
| All | +20.0% | +70.7% | -50.6% | -27.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling