+314.1%
COPX vs IBN
+385.6%
-71.4%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.4% | -2.9% | -2.7% |
| 7D | -2.8% | +1.9% | -4.7% | -3.6% |
| 30D | -14.3% | +22.1% | -36.4% | -21.5% |
| 3M | -19.0% | +17.1% | -36.1% | -24.6% |
| 6M | -24.4% | +35.5% | -60.0% | -33.9% |
| YTD | -3.2% | +16.8% | -20.0% | -9.9% |
| 1Y | +15.2% | +12.4% | +2.8% | +8.9% |
| 3Y | +127.6% | +58.0% | +69.6% | +83.6% |
| 5Y | +106.0% | +73.7% | +32.3% | +58.2% |
| All | +314.1% | +385.6% | -71.4% | +111.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IBN.
Daily Out/Under-Performance
Portfolio return minus IBN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBN 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 IBN 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