+190.5%
COPX vs IRM
+1,073.7%
-883.1%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.6% | -2.3% | -1.4% |
| 7D | -4.0% | -0.5% | -3.5% | -3.8% |
| 30D | +4.5% | -8.1% | +12.6% | +8.3% |
| 3M | +0.8% | -9.7% | +10.5% | +5.2% |
| 6M | +3.2% | +10.0% | -6.8% | -1.5% |
| YTD | +26.7% | +43.0% | -16.3% | +7.1% |
| 1Y | +85.7% | +32.7% | +53.0% | +61.1% |
| 3Y | +151.2% | +102.7% | +48.4% | +73.9% |
| 5Y | +170.0% | +187.6% | -17.6% | +55.5% |
| 10Y | +572.9% | +420.1% | +152.8% | +170.7% |
| All | +190.5% | +1,073.7% | -883.1% | -33.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling