+25.7%
COP vs IWD
+78.7%
-53.1%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.4% | +1.0% | +0.9% |
| 7D | -11.5% | -0.5% | -11.1% | -11.4% |
| 30D | +5.0% | +2.7% | +2.3% | +2.6% |
| 3M | +17.5% | +0.9% | +16.6% | +16.3% |
| 6M | +16.2% | +10.5% | +5.7% | +6.0% |
| YTD | +48.8% | +23.7% | +25.1% | +20.5% |
| 1Y | +64.1% | +28.7% | +35.4% | +27.3% |
| 3Y | +25.7% | +79.7% | -54.0% | -28.6% |
| All | +25.7% | +78.7% | -53.1% | -28.6% |
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