+465.7%
IJR vs COPX
+179.5%
+286.2%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.1% | +0.6% | +0.6% |
| 7D | -2.2% | -2.3% | +0.2% | -1.5% |
| 30D | -4.6% | +0.3% | -4.9% | -5.0% |
| 3M | +0.2% | +6.8% | -6.6% | -3.3% |
| 6M | +14.7% | +7.9% | +6.8% | +8.6% |
| YTD | +18.9% | +23.7% | -4.9% | +5.2% |
| 1Y | +19.9% | +71.5% | -51.6% | -7.4% |
| 3Y | +53.0% | +149.1% | -96.1% | -1.6% |
| 5Y | +40.9% | +167.3% | -126.5% | -15.0% |
| 10Y | +171.1% | +568.5% | -397.4% | +4.0% |
| All | +465.7% | +179.5% | +286.2% | +188.7% |
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