+363.6%
IGV vs COP
+342.2%
+21.4%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.6% | -1.8% | -0.6% |
| 7D | +2.3% | +4.4% | -2.1% | +1.5% |
| 30D | -6.0% | 0.0% | -6.0% | -6.1% |
| 3M | -4.8% | +15.0% | -19.8% | -7.6% |
| 6M | +14.2% | +22.0% | -7.8% | +9.2% |
| YTD | -4.2% | +55.3% | -59.6% | -13.4% |
| 1Y | -5.3% | +64.1% | -69.4% | -15.4% |
| 3Y | +38.8% | +34.1% | +4.7% | +27.4% |
| 5Y | +14.2% | +133.4% | -119.2% | -9.0% |
| All | +363.6% | +342.2% | +21.4% | +226.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling