+352.1%
IDXX vs COPX
+583.8%
-231.7%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.1% | -0.3% | -0.3% |
| 7D | -5.7% | -2.3% | -3.4% | -5.2% |
| 30D | -11.5% | +0.3% | -11.8% | -11.9% |
| 3M | -9.5% | +6.8% | -16.4% | -12.0% |
| 6M | -16.0% | +7.9% | -23.9% | -19.5% |
| YTD | -25.4% | +23.7% | -49.1% | -32.1% |
| 1Y | -21.8% | +71.5% | -93.3% | -36.2% |
| 3Y | +7.0% | +149.1% | -142.1% | -24.9% |
| 5Y | -26.0% | +167.3% | -193.3% | -50.0% |
| All | +352.1% | +583.8% | -231.7% | +109.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling