+929.7%
IGV vs COP
+1,349.8%
-420.1%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.8% | -1.9% | -1.4% |
| 7D | -2.3% | -6.1% | +3.8% | -0.5% |
| 30D | -11.0% | +1.1% | -12.1% | -11.5% |
| 3M | -4.5% | +10.9% | -15.4% | -8.0% |
| 6M | +10.1% | +20.8% | -10.7% | +2.7% |
| YTD | -5.1% | +48.0% | -53.1% | -17.6% |
| 1Y | -10.2% | +58.5% | -68.7% | -23.9% |
| 3Y | +37.7% | +28.1% | +9.6% | +22.1% |
| 5Y | +15.7% | +120.5% | -104.8% | -17.9% |
| 10Y | +357.1% | +310.1% | +47.0% | +125.1% |
| All | +929.7% | +1,349.8% | -420.1% | +122.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling