+64.1%
COP vs IWF
-3.4%
+67.5%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.1% | +2.7% | +1.0% |
| 7D | +4.4% | +2.8% | +1.6% | +6.0% |
| 30D | 0.0% | -7.5% | +7.5% | -4.5% |
| 3M | +15.0% | -8.5% | +23.5% | +9.4% |
| 6M | +22.0% | -7.4% | +29.4% | +17.6% |
| YTD | +55.3% | -2.6% | +58.0% | +55.2% |
| 1Y | +64.1% | -1.8% | +66.0% | +65.0% |
| All | +64.1% | -3.4% | +67.5% | +65.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling