+186.4%
COP vs IWD
+73.6%
+112.7%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.7% | -0.4% | -0.4% |
| 7D | +3.0% | -0.3% | +3.3% | +3.2% |
| 30D | +17.5% | +0.6% | +16.9% | +16.7% |
| 3M | +13.4% | +7.2% | +6.1% | +5.4% |
| 6M | +17.7% | +16.2% | +1.5% | +0.1% |
| YTD | +46.6% | +23.3% | +23.3% | +16.8% |
| 1Y | +44.6% | +29.6% | +15.0% | +9.2% |
| 3Y | +20.7% | +70.5% | -49.8% | -32.1% |
| All | +186.4% | +73.6% | +112.7% | +57.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling