+314.1%
COPX vs IRM
+520.0%
-205.9%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.7% | -1.8% | -2.2% |
| 7D | -2.8% | +6.8% | -9.6% | -5.5% |
| 30D | -14.3% | +2.6% | -16.9% | -15.3% |
| 3M | -19.0% | -9.5% | -9.6% | -15.7% |
| 6M | -24.4% | -8.5% | -15.9% | -21.7% |
| YTD | -3.2% | +40.3% | -43.5% | -16.5% |
| 1Y | +15.2% | +28.7% | -13.5% | +2.8% |
| 3Y | +127.6% | +111.8% | +15.8% | +58.4% |
| 5Y | +106.0% | +189.1% | -83.1% | +23.6% |
| All | +314.1% | +520.0% | -205.9% | +62.8% |
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