+149.1%
COPX vs IFF
+29.0%
+120.1%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.4% | +0.1% |
| 7D | -2.3% | -3.2% | +0.8% | -1.0% |
| 30D | +0.3% | -0.3% | +0.5% | +0.3% |
| 3M | +6.8% | +8.4% | -1.6% | +2.6% |
| 6M | +7.9% | +23.0% | -15.1% | -2.4% |
| YTD | +23.7% | +25.5% | -1.7% | +10.2% |
| 1Y | +71.5% | +29.1% | +42.5% | +50.1% |
| 3Y | +149.1% | +31.7% | +117.4% | +110.9% |
| All | +149.1% | +29.0% | +120.1% | +110.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IFF.
Daily Out/Under-Performance
Portfolio return minus IFF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IFF 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 IFF 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