+940.9%
IGV vs COPX
+200.8%
+740.1%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.9% | -1.8% | -1.1% |
| 7D | -1.5% | +6.0% | -7.5% | -3.5% |
| 30D | -3.0% | +6.4% | -9.5% | -5.2% |
| 3M | +9.6% | +19.3% | -9.7% | +2.3% |
| 6M | +16.1% | +16.2% | -0.1% | +8.0% |
| YTD | -3.6% | +33.2% | -36.8% | -15.7% |
| 1Y | -7.8% | +90.2% | -98.1% | -29.5% |
| 3Y | +40.0% | +175.7% | -135.7% | -9.2% |
| 5Y | +21.2% | +193.1% | -171.9% | -25.0% |
| 10Y | +364.4% | +619.4% | -255.0% | +89.9% |
| All | +940.9% | +200.8% | +740.1% | +457.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling