+209.4%
IEFA vs COPX
+198.2%
+11.2%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -7.0% | +6.1% | +1.4% |
| 7D | -2.4% | -2.9% | +0.5% | -1.6% |
| 30D | -2.1% | 0.0% | -2.1% | -2.4% |
| 3M | +5.5% | +14.8% | -9.3% | 0.0% |
| 6M | +8.1% | +7.0% | +1.1% | +3.9% |
| YTD | +11.9% | +23.8% | -11.9% | +1.4% |
| 1Y | +18.1% | +75.7% | -57.6% | -5.6% |
| 3Y | +65.5% | +156.4% | -90.9% | +12.8% |
| 5Y | +50.1% | +167.6% | -117.5% | -1.9% |
| 10Y | +144.2% | +569.1% | -424.9% | +8.3% |
| All | +209.4% | +198.2% | +11.2% | +70.5% |
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