+22.0%
IGV vs COP
+186.3%
-164.3%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.6% | -2.4% | -1.9% |
| 7D | -3.3% | -0.8% | -2.5% | -3.2% |
| 30D | 0.0% | +15.6% | -15.6% | -2.2% |
| 3M | +7.3% | +14.3% | -7.0% | +5.0% |
| 6M | +16.7% | +17.0% | -0.3% | +13.4% |
| YTD | -2.8% | +47.4% | -50.3% | -9.6% |
| 1Y | -6.7% | +52.4% | -59.1% | -13.9% |
| 3Y | +41.1% | +20.8% | +20.3% | +33.4% |
| 5Y | +22.0% | +191.7% | -169.7% | +2.5% |
| All | +22.0% | +186.3% | -164.3% | +2.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling