+190.5%
COPX vs IBB
+616.7%
-426.1%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.9% | +0.2% | -0.1% |
| 7D | -4.0% | +1.4% | -5.4% | -4.9% |
| 30D | +4.5% | +10.5% | -5.9% | -2.4% |
| 3M | +0.8% | +23.6% | -22.8% | -12.8% |
| 6M | +3.2% | +22.6% | -19.4% | -10.0% |
| YTD | +26.7% | +25.7% | +1.0% | +8.7% |
| 1Y | +85.7% | +51.4% | +34.3% | +40.8% |
| 3Y | +151.2% | +64.4% | +86.8% | +78.9% |
| 5Y | +170.0% | +22.1% | +147.8% | +130.1% |
| 10Y | +572.9% | +132.5% | +440.5% | +263.1% |
| All | +190.5% | +616.7% | -426.1% | -59.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling