+193.1%
COPX vs IRM
+190.5%
+2.6%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.7% | +1.7% | +1.2% |
| 7D | +6.0% | +3.0% | +3.0% | +4.6% |
| 30D | +6.4% | -5.2% | +11.7% | +8.6% |
| 3M | +19.3% | -8.0% | +27.3% | +23.0% |
| 6M | +16.2% | +9.2% | +7.1% | +11.8% |
| YTD | +33.2% | +41.0% | -7.8% | +15.2% |
| 1Y | +90.2% | +23.3% | +67.0% | +72.8% |
| 3Y | +175.7% | +102.8% | +72.8% | +92.3% |
| 5Y | +193.1% | +192.8% | +0.3% | +74.8% |
| All | +193.1% | +190.5% | +2.6% | +74.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling