+309.6%
IVV vs COP
+319.0%
-9.4%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.3% | +3.7% | +2.7% |
| 7D | +0.1% | -8.4% | +8.5% | +2.1% |
| 30D | -3.3% | +0.3% | -3.6% | -3.6% |
| 3M | -2.4% | +15.1% | -17.5% | -6.0% |
| 6M | +2.6% | +19.8% | -17.2% | -2.6% |
| YTD | +11.3% | +46.8% | -35.5% | -0.4% |
| 1Y | +13.4% | +59.7% | -46.3% | -0.8% |
| 3Y | +80.3% | +28.7% | +51.6% | +63.8% |
| 5Y | +72.7% | +110.7% | -38.0% | +33.1% |
| 10Y | +309.6% | +298.3% | +11.3% | +154.7% |
| All | +309.6% | +319.0% | -9.4% | +154.7% |
Cumulative growth
Daily Returns
Daily percentage return beside COP.
Daily Out/Under-Performance
Portfolio return minus COP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COP 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 COP 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