+190.5%
COPX vs IBN
+370.7%
-180.2%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.7% | +0.1% | -0.3% |
| 7D | -4.0% | +1.4% | -5.4% | -4.6% |
| 30D | +4.5% | -0.3% | +4.9% | +4.7% |
| 3M | +0.8% | +17.1% | -16.3% | -6.2% |
| 6M | +3.2% | +3.4% | -0.2% | +1.7% |
| YTD | +26.7% | +2.5% | +24.2% | +25.1% |
| 1Y | +85.7% | -4.2% | +89.8% | +87.9% |
| 3Y | +151.2% | +32.4% | +118.8% | +116.9% |
| 5Y | +170.0% | +59.2% | +110.8% | +111.4% |
| 10Y | +572.9% | +345.7% | +227.3% | +199.2% |
| All | +190.5% | +370.7% | -180.2% | +4.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling