+191.7%
COP vs IWF
+73.3%
+118.3%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.3% | +0.9% | +0.7% |
| 7D | -0.8% | +1.5% | -2.3% | -1.3% |
| 30D | +15.6% | -1.3% | +16.9% | +16.0% |
| 3M | +14.3% | +0.1% | +14.2% | +13.8% |
| 6M | +17.0% | +10.3% | +6.7% | +12.0% |
| YTD | +47.4% | +4.2% | +43.3% | +44.2% |
| 1Y | +52.4% | +9.3% | +43.1% | +45.8% |
| 3Y | +20.8% | +79.3% | -58.5% | -6.6% |
| 5Y | +191.7% | +73.8% | +117.9% | +128.0% |
| All | +191.7% | +73.3% | +118.3% | +128.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling