+24.0%
IJR vs COPX
+84.7%
-60.7%
-8.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.6% | +1.0% | +0.5% |
| 7D | -0.2% | -4.0% | +3.8% | +0.5% |
| 30D | -2.4% | +4.5% | -7.0% | -3.2% |
| 3M | +3.9% | +0.8% | +3.1% | +3.4% |
| 6M | +12.4% | +3.2% | +9.2% | +10.2% |
| YTD | +21.5% | +26.7% | -5.2% | +12.4% |
| 1Y | +24.0% | +85.7% | -61.7% | +9.6% |
| All | +24.0% | +84.7% | -60.7% | +9.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling