+1,431.3%
COP vs IWD
+728.9%
+702.3%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.4% | +1.0% | +1.0% |
| 7D | -11.5% | -0.5% | -11.1% | -11.3% |
| 30D | +5.0% | +2.7% | +2.3% | +1.6% |
| 3M | +17.5% | +0.9% | +16.6% | +15.8% |
| 6M | +16.2% | +10.5% | +5.7% | +2.9% |
| YTD | +48.8% | +23.7% | +25.1% | +15.5% |
| 1Y | +64.1% | +28.7% | +35.4% | +21.8% |
| 3Y | +25.7% | +79.7% | -54.0% | -35.4% |
| 5Y | +114.4% | +69.7% | +44.7% | +17.7% |
| 10Y | +331.7% | +211.4% | +120.3% | +36.2% |
| All | +1,431.3% | +728.9% | +702.3% | +123.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling