+202.4%
COPX vs IAG
+39.1%
+163.4%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -1.8% | +5.9% | +4.5% |
| 7D | +5.8% | +4.3% | +1.5% | +4.7% |
| 30D | +7.2% | +9.8% | -2.6% | +4.8% |
| 3M | +16.5% | +28.9% | -12.4% | +9.6% |
| 6M | +18.4% | -7.6% | +26.0% | +20.3% |
| YTD | +31.9% | +22.0% | +10.0% | +25.8% |
| 1Y | +88.5% | +99.5% | -11.0% | +61.1% |
| 3Y | +173.1% | +818.3% | -645.2% | +62.3% |
| 5Y | +193.1% | +785.9% | -592.8% | +65.8% |
| 10Y | +591.7% | +381.1% | +210.6% | +283.3% |
| All | +202.4% | +39.1% | +163.4% | +119.1% |
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