+337.5%
COP vs IWF
+418.7%
-81.1%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.9% | +1.3% | +1.0% |
| 7D | +1.0% | -1.7% | +2.7% | +2.1% |
| 30D | +9.6% | -1.8% | +11.4% | +10.7% |
| 3M | +15.0% | +1.5% | +13.6% | +12.8% |
| 6M | +21.8% | +7.7% | +14.0% | +13.6% |
| YTD | +49.6% | +2.7% | +46.9% | +43.8% |
| 1Y | +49.9% | +6.8% | +43.1% | +39.7% |
| 3Y | +22.6% | +76.9% | -54.3% | -23.5% |
| 5Y | +193.6% | +73.4% | +120.2% | +80.3% |
| All | +337.5% | +418.7% | -81.1% | +0.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IWF.
Daily Out/Under-Performance
Portfolio return minus IWF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWF 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded IWF 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling