+1,408.7%
COP vs IWF
+727.1%
+681.6%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | 0.0% | -1.1% | -1.1% |
| 7D | +3.0% | +0.5% | +2.5% | +2.5% |
| 30D | +17.5% | -0.4% | +17.9% | +17.6% |
| 3M | +13.4% | -2.6% | +16.0% | +14.2% |
| 6M | +17.7% | +9.1% | +8.6% | +7.8% |
| YTD | +46.6% | +4.5% | +42.1% | +38.3% |
| 1Y | +44.6% | +10.1% | +34.5% | +30.6% |
| 3Y | +20.7% | +77.6% | -56.9% | -26.7% |
| 5Y | +185.0% | +73.7% | +111.3% | +69.0% |
| 10Y | +347.0% | +411.5% | -64.6% | +10.7% |
| All | +1,408.7% | +727.1% | +681.6% | +82.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling