+313.4%
IVV vs COP
+321.4%
-8.0%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.7% | -0.4% | +0.9% |
| 7D | -0.9% | +0.7% | -1.6% | -1.1% |
| 30D | -2.3% | +0.2% | -2.6% | -2.6% |
| 3M | -1.2% | +10.2% | -11.4% | -3.8% |
| 6M | +3.3% | +20.1% | -16.8% | -1.9% |
| YTD | +12.3% | +50.5% | -38.2% | -0.1% |
| 1Y | +12.5% | +56.8% | -44.3% | -1.1% |
| 3Y | +79.2% | +30.3% | +48.9% | +62.4% |
| 5Y | +75.6% | +126.8% | -51.2% | +32.8% |
| 10Y | +313.4% | +325.0% | -11.6% | +155.7% |
| All | +313.4% | +321.4% | -8.0% | +155.7% |
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