+1,579.8%
IDXX vs COPX
+179.5%
+1,400.3%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -11.9% |
| 6M | -16.0% | +7.9% | -23.9% | -19.4% |
| YTD | -25.4% | +23.7% | -49.1% | -31.8% |
| 1Y | -21.8% | +71.5% | -93.3% | -35.4% |
| 3Y | +7.0% | +149.1% | -142.1% | -22.7% |
| 5Y | -26.0% | +167.3% | -193.3% | -48.4% |
| 10Y | +358.9% | +568.5% | -209.6% | +130.4% |
| All | +1,579.8% | +179.5% | +1,400.3% | +928.4% |
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