+619.4%
COPX vs IBB
+122.2%
+497.2%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.9% | +1.8% | +1.5% |
| 7D | +6.0% | -3.9% | +9.9% | +8.7% |
| 30D | +6.4% | +2.7% | +3.7% | +4.2% |
| 3M | +19.3% | +21.4% | -2.1% | +4.1% |
| 6M | +16.2% | +20.1% | -3.8% | +2.4% |
| YTD | +33.2% | +21.9% | +11.3% | +16.3% |
| 1Y | +90.2% | +44.1% | +46.1% | +48.5% |
| 3Y | +175.7% | +63.4% | +112.3% | +96.3% |
| 5Y | +193.1% | +19.8% | +173.4% | +152.9% |
| 10Y | +619.4% | +127.0% | +492.4% | +307.3% |
| All | +619.4% | +122.2% | +497.2% | +307.3% |
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