+173.1%
COPX vs IBB
+64.8%
+108.3%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -2.2% | +6.3% | +5.7% |
| 7D | +5.8% | -1.7% | +7.4% | +6.9% |
| 30D | +7.2% | +4.9% | +2.3% | +3.2% |
| 3M | +16.5% | +24.2% | -7.7% | -1.8% |
| 6M | +18.4% | +23.8% | -5.4% | +0.5% |
| YTD | +31.9% | +23.0% | +9.0% | +12.6% |
| 1Y | +88.5% | +46.2% | +42.3% | +42.8% |
| 3Y | +173.1% | +64.8% | +108.3% | +95.9% |
| All | +173.1% | +64.8% | +108.3% | +95.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling