+48.5%
IEF vs COPX
+200.8%
-152.3%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.9% | -1.2% | -0.2% |
| 7D | -0.3% | +6.0% | -6.3% | -0.1% |
| 30D | -0.6% | +6.4% | -7.0% | -0.3% |
| 3M | -1.0% | +19.3% | -20.3% | -0.3% |
| 6M | -3.1% | +16.2% | -19.3% | -2.4% |
| YTD | -1.9% | +33.2% | -35.0% | -0.5% |
| 1Y | -1.4% | +90.2% | -91.6% | +1.6% |
| 3Y | +9.8% | +175.7% | -165.9% | +15.4% |
| 5Y | -8.8% | +193.1% | -201.9% | -3.3% |
| 10Y | +4.7% | +619.4% | -614.7% | +20.2% |
| All | +48.5% | +200.8% | -152.3% | +64.1% |
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