+2,835.2%
IBKR vs COPX
+179.5%
+2,655.7%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.1% | +2.3% | +2.2% |
| 7D | -1.3% | -2.3% | +1.0% | -0.7% |
| 30D | -0.2% | +0.3% | -0.5% | -0.4% |
| 3M | +3.0% | +6.8% | -3.9% | +0.2% |
| 6M | +33.9% | +7.9% | +25.9% | +28.8% |
| YTD | +42.5% | +23.7% | +18.8% | +30.2% |
| 1Y | +44.9% | +71.5% | -26.7% | +18.4% |
| 3Y | +293.0% | +149.1% | +143.9% | +174.7% |
| 5Y | +497.7% | +167.3% | +330.3% | +296.7% |
| 10Y | +1,004.4% | +568.5% | +435.9% | +411.4% |
| All | +2,835.2% | +179.5% | +2,655.7% | +1,476.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling