+167.6%
COPX vs IBN
+52.7%
+114.8%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | -0.6% | -6.4% | -6.7% |
| 7D | -2.9% | -5.5% | +2.6% | -0.5% |
| 30D | 0.0% | -3.4% | +3.4% | +1.5% |
| 3M | +14.8% | +8.7% | +6.1% | +10.3% |
| 6M | +7.0% | +3.7% | +3.3% | +5.0% |
| YTD | +23.8% | -2.4% | +26.2% | +24.3% |
| 1Y | +75.7% | -8.1% | +83.8% | +80.1% |
| 3Y | +156.4% | +26.3% | +130.1% | +124.0% |
| 5Y | +167.6% | +54.9% | +112.6% | +109.4% |
| All | +167.6% | +52.7% | +114.8% | +109.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling