+565.8%
COPX vs IRM
+430.1%
+135.7%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | -2.0% | -5.0% | -6.2% |
| 7D | -2.9% | -1.8% | -1.1% | -2.1% |
| 30D | 0.0% | -7.8% | +7.8% | +3.2% |
| 3M | +14.8% | -7.9% | +22.7% | +18.3% |
| 6M | +7.0% | +6.3% | +0.7% | +4.1% |
| YTD | +23.8% | +38.2% | -14.3% | +7.8% |
| 1Y | +75.7% | +19.8% | +55.9% | +61.3% |
| 3Y | +156.4% | +98.8% | +57.6% | +84.4% |
| 5Y | +167.6% | +191.8% | -24.2% | +61.3% |
| All | +565.8% | +430.1% | +135.7% | +193.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IRM.
Daily Out/Under-Performance
Portfolio return minus IRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRM 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 10y: compounded portfolio wealth divided by compounded IRM 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…
10y analysis · Full analysis span regression · 6 months rolling