+121.8%
COPX vs IAG
+19.8%
+102.1%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.1% | -3.6% | -2.8% |
| 7D | -2.8% | -7.7% | +4.8% | -1.0% |
| 30D | -14.3% | +1.6% | -15.9% | -14.8% |
| 3M | -19.0% | -2.4% | -16.6% | -18.7% |
| 6M | -24.4% | -7.8% | -16.6% | -23.1% |
| YTD | -3.2% | +5.0% | -8.3% | -4.5% |
| 1Y | +15.2% | +25.7% | -10.5% | +9.3% |
| 3Y | +127.6% | +694.5% | -566.9% | +40.3% |
| 5Y | +106.0% | +421.7% | -315.7% | +30.2% |
| 10Y | +313.7% | +382.5% | -68.7% | +132.6% |
| All | +121.8% | +19.8% | +102.1% | +66.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IAG.
Daily Out/Under-Performance
Portfolio return minus IAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAG 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 IAG 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