+205.3%
COPX vs ITOT
+714.4%
-509.1%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.5% | +1.5% | +1.7% |
| 7D | +6.0% | -0.4% | +6.3% | +6.5% |
| 30D | +6.4% | -1.6% | +8.0% | +8.7% |
| 3M | +19.3% | +3.5% | +15.7% | +14.4% |
| 6M | +16.2% | +13.1% | +3.1% | +0.4% |
| YTD | +33.2% | +12.7% | +20.4% | +16.0% |
| 1Y | +90.2% | +18.3% | +71.9% | +56.1% |
| 3Y | +175.7% | +76.4% | +99.3% | +32.6% |
| 5Y | +193.1% | +73.8% | +119.4% | +42.2% |
| 10Y | +619.4% | +301.2% | +318.2% | +2.1% |
| All | +205.3% | +714.4% | -509.1% | -85.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling