+30.3%
COPX vs IRE
-97.3%
+127.6%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -2.5% | +8.1% | +5.9% |
| 7D | +3.3% | -15.5% | +18.8% | +3.0% |
| 30D | -12.2% | -70.4% | +58.1% | -4.1% |
| 3M | -14.5% | -81.6% | +67.1% | -3.8% |
| 6M | -12.2% | -94.7% | +82.5% | +6.1% |
| YTD | +5.2% | -91.8% | +96.9% | +18.4% |
| 1Y | +27.0% | -97.6% | +124.5% | +44.6% |
| All | +30.3% | -97.3% | +127.6% | +47.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE 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 IRE 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