+149.1%
COPX vs IBB
+86.3%
+62.8%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +2.8% | +2.8% | +3.6% |
| 7D | +3.3% | +2.7% | +0.6% | +1.5% |
| 30D | -12.2% | +6.3% | -18.6% | -16.1% |
| 3M | -14.5% | +11.1% | -25.6% | -21.1% |
| 6M | -12.2% | +29.2% | -41.4% | -28.0% |
| YTD | +5.2% | +30.2% | -25.0% | -14.0% |
| 1Y | +27.0% | +39.5% | -12.5% | -1.1% |
| 3Y | +149.1% | +92.3% | +56.8% | +48.1% |
| All | +149.1% | +86.3% | +62.8% | +48.1% |
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