+1,423.6%
COP vs IWF
+664.8%
+758.8%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.9% | +1.7% | +1.4% |
| 7D | -6.1% | -2.9% | -3.2% | -4.4% |
| 30D | +1.1% | -10.9% | +12.0% | +9.1% |
| 3M | +10.9% | -8.1% | +19.0% | +16.6% |
| 6M | +20.8% | -7.5% | +28.3% | +24.9% |
| YTD | +48.0% | -3.4% | +51.4% | +46.4% |
| 1Y | +58.5% | -5.0% | +63.5% | +58.4% |
| 3Y | +28.1% | +64.0% | -35.9% | -18.1% |
| 5Y | +120.5% | +56.8% | +63.7% | +40.0% |
| 10Y | +310.1% | +381.2% | -71.1% | +5.1% |
| All | +1,423.6% | +664.8% | +758.8% | +92.7% |
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