+50.5%
COP vs IWF
+7.1%
+43.5%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.8% | -0.6% | +0.6% |
| 7D | +2.3% | -0.9% | +3.2% | +1.9% |
| 30D | +8.6% | -1.7% | +10.3% | +7.8% |
| 3M | +19.9% | +0.7% | +19.2% | +20.5% |
| 6M | +19.0% | +8.6% | +10.5% | +23.7% |
| YTD | +50.0% | +3.5% | +46.4% | +55.3% |
| 1Y | +50.5% | +7.0% | +43.5% | +61.8% |
| All | +50.5% | +7.1% | +43.5% | +61.8% |
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