+306.5%
IVV vs COP
+324.3%
-17.8%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.6% | -0.3% | +0.2% |
| 7D | -2.7% | -11.5% | +8.8% | 0.0% |
| 30D | -5.4% | +5.0% | -10.3% | -6.6% |
| 3M | -4.1% | +17.5% | -21.5% | -8.1% |
| 6M | +0.7% | +16.2% | -15.5% | -3.6% |
| YTD | +8.7% | +48.8% | -40.0% | -3.0% |
| 1Y | +11.0% | +64.1% | -53.1% | -3.6% |
| 3Y | +75.4% | +25.7% | +49.8% | +60.4% |
| 5Y | +68.3% | +114.4% | -46.0% | +29.2% |
| All | +306.5% | +324.3% | -17.8% | +151.2% |
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