-2.1%
IGV vs COP
+46.5%
-48.6%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.1% | -1.1% | -2.3% |
| 7D | -4.5% | +3.0% | -7.5% | -4.2% |
| 30D | +3.2% | +17.5% | -14.3% | +4.6% |
| 3M | +4.5% | +13.4% | -8.8% | +5.9% |
| 6M | +22.1% | +17.7% | +4.4% | +23.6% |
| YTD | -1.0% | +46.6% | -47.6% | +0.7% |
| 1Y | -2.1% | +44.6% | -46.7% | -1.8% |
| All | -2.1% | +46.5% | -48.6% | -1.8% |
Cumulative growth
Daily Returns
Daily percentage return beside COP.
Daily Out/Under-Performance
Portfolio return minus COP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COP 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 1y: compounded portfolio wealth divided by compounded COP 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…
1y analysis · Full analysis span regression · 6 months rolling