+324.8%
COPX vs IBB
+127.7%
+197.0%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.2% | -1.1% | -1.8% |
| 7D | +1.1% | +1.6% | -0.5% | +0.1% |
| 30D | -15.9% | +6.7% | -22.6% | -19.5% |
| 3M | -19.6% | +6.3% | -25.9% | -23.1% |
| 6M | -21.5% | +23.9% | -45.4% | -32.6% |
| YTD | -0.8% | +26.6% | -27.3% | -15.7% |
| 1Y | +15.2% | +29.6% | -14.5% | -3.8% |
| 3Y | +134.7% | +86.1% | +48.7% | +52.5% |
| 5Y | +111.3% | +40.3% | +71.0% | +63.4% |
| All | +324.8% | +127.7% | +197.0% | +132.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IBB.
Daily Out/Under-Performance
Portfolio return minus IBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBB 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 10y: compounded portfolio wealth divided by compounded IBB 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…
10y analysis · Full analysis span regression · 6 months rolling