+63.4%
COPX vs IRE
-82.8%
+146.3%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +10.2% | -6.1% | +3.1% |
| 7D | +5.8% | +58.9% | -53.1% | +0.9% |
| 30D | +7.2% | +17.2% | -10.0% | +4.3% |
| 3M | +16.5% | -58.6% | +75.1% | +21.3% |
| 6M | +18.4% | -23.5% | +41.9% | +12.2% |
| YTD | +31.9% | -47.4% | +79.3% | +28.4% |
| All | +63.4% | -82.8% | +146.3% | +60.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling