+511.0%
IQV vs COPX
+238.2%
+272.8%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -7.0% | +7.1% | +2.3% |
| 7D | -5.3% | -2.9% | -2.4% | -4.6% |
| 30D | +5.5% | 0.0% | +5.5% | +5.2% |
| 3M | +41.2% | +14.8% | +26.4% | +33.5% |
| 6M | +50.5% | +7.0% | +43.5% | +43.6% |
| YTD | +14.1% | +23.8% | -9.7% | +2.7% |
| 1Y | +39.9% | +75.7% | -35.8% | +11.2% |
| 3Y | +20.5% | +156.4% | -135.9% | -18.4% |
| 5Y | -1.2% | +167.6% | -168.8% | -35.7% |
| 10Y | +233.9% | +569.1% | -335.3% | +50.0% |
| All | +511.0% | +238.2% | +272.8% | +178.6% |
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 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