+23.1%
IGV vs COPX
+163.4%
-140.2%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.1% | +0.4% | +0.3% |
| 7D | -2.9% | -2.3% | -0.6% | -2.4% |
| 30D | -1.5% | +0.3% | -1.8% | -1.8% |
| 3M | +11.7% | +6.8% | +4.9% | +8.8% |
| 6M | +18.4% | +7.9% | +10.5% | +13.7% |
| YTD | -3.9% | +23.7% | -27.7% | -13.3% |
| 1Y | -9.7% | +71.5% | -81.2% | -27.7% |
| 3Y | +38.4% | +149.1% | -110.7% | -7.2% |
| All | +23.1% | +163.4% | -140.2% | -20.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling