+51.6%
IBIT vs COPX
+103.3%
-51.8%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -3.3% | -1.2% | -3.2% |
| 7D | -6.2% | +1.1% | -7.3% | -6.7% |
| 30D | -14.4% | -15.9% | +1.5% | -8.7% |
| 3M | +12.5% | -19.6% | +32.0% | +21.6% |
| 6M | -11.9% | -21.5% | +9.6% | -4.7% |
| YTD | -18.7% | -0.8% | -18.0% | -20.7% |
| 1Y | -29.9% | +15.2% | -45.1% | -35.6% |
| All | +51.6% | +103.3% | -51.8% | +0.2% |
Cumulative growth
Daily Returns
Daily percentage return beside COPX.
Daily Out/Under-Performance
Portfolio return minus COPX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COPX 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 COPX 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