+236.7%
IQV vs COPX
+583.8%
-347.1%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.1% | +1.8% | +1.8% |
| 7D | -2.2% | -2.3% | +0.1% | -1.6% |
| 30D | +8.3% | +0.3% | +8.0% | +7.9% |
| 3M | +44.6% | +6.8% | +37.8% | +39.3% |
| 6M | +52.6% | +7.9% | +44.6% | +43.8% |
| YTD | +16.1% | +23.7% | -7.6% | +2.4% |
| 1Y | +37.3% | +71.5% | -34.3% | +5.3% |
| 3Y | +21.6% | +149.1% | -127.5% | -23.3% |
| 5Y | +0.5% | +167.3% | -166.8% | -40.7% |
| All | +236.7% | +583.8% | -347.1% | +10.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling