+164.7%
COPX vs ITOT
+74.3%
+90.4%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.8% | -0.9% | -1.1% |
| 7D | -2.3% | -0.9% | -1.4% | -1.3% |
| 30D | +0.3% | -1.5% | +1.7% | +2.1% |
| 3M | +6.8% | +3.6% | +3.3% | +2.8% |
| 6M | +7.9% | +13.7% | -5.7% | -5.4% |
| YTD | +23.7% | +12.9% | +10.8% | +9.6% |
| 1Y | +71.5% | +17.2% | +54.4% | +46.6% |
| 3Y | +149.1% | +75.6% | +73.5% | +39.5% |
| All | +164.7% | +74.3% | +90.4% | +45.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ITOT.
Daily Out/Under-Performance
Portfolio return minus ITOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITOT 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 ITOT 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