-0.8%
IOT vs COPX
+73.7%
-74.5%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.1% | -0.1% | -0.2% |
| 7D | -4.5% | -2.3% | -2.2% | -4.5% |
| 30D | -2.4% | +0.3% | -2.7% | -2.4% |
| 3M | +19.0% | +6.8% | +12.2% | +19.6% |
| 6M | +19.6% | +7.9% | +11.7% | +20.0% |
| YTD | +8.3% | +23.7% | -15.5% | +2.3% |
| 1Y | -0.8% | +71.5% | -72.3% | -10.0% |
| All | -0.8% | +73.7% | -74.5% | -10.0% |
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