+336.7%
COP vs IWF
+383.8%
-47.1%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.1% | +2.7% | +2.3% |
| 7D | +4.4% | +2.8% | +1.6% | +2.6% |
| 30D | 0.0% | -7.5% | +7.5% | +4.3% |
| 3M | +15.0% | -8.5% | +23.5% | +20.3% |
| 6M | +22.0% | -7.4% | +29.4% | +25.5% |
| YTD | +55.3% | -2.6% | +58.0% | +53.1% |
| 1Y | +64.1% | -1.8% | +66.0% | +60.5% |
| 3Y | +34.1% | +65.5% | -31.4% | -13.0% |
| 5Y | +133.4% | +55.8% | +77.5% | +55.3% |
| All | +336.7% | +383.8% | -47.1% | +20.1% |
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