+335.9%
COP vs IWF
+423.5%
-87.6%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.5% | +1.6% | +1.4% |
| 7D | -0.5% | +0.5% | -1.0% | -0.8% |
| 30D | +11.7% | -1.4% | +13.1% | +12.5% |
| 3M | +17.7% | +0.4% | +17.2% | +16.2% |
| 6M | +18.3% | +8.5% | +9.9% | +9.9% |
| YTD | +49.1% | +3.7% | +45.4% | +42.5% |
| 1Y | +53.3% | +8.5% | +44.8% | +41.4% |
| 3Y | +22.2% | +78.5% | -56.4% | -24.2% |
| 5Y | +193.3% | +73.6% | +119.7% | +80.5% |
| All | +335.9% | +423.5% | -87.6% | -0.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling