+83.1%
IVV vs COP
+186.8%
-103.8%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.1% | +0.7% | -0.2% |
| 7D | +0.1% | +3.0% | -2.9% | -0.4% |
| 30D | +0.1% | +17.5% | -17.4% | -2.6% |
| 3M | +2.0% | +13.4% | -11.4% | -0.3% |
| 6M | +13.0% | +17.7% | -4.7% | +9.1% |
| YTD | +13.6% | +46.6% | -33.0% | +4.6% |
| 1Y | +20.1% | +44.6% | -24.5% | +10.6% |
| 3Y | +77.6% | +20.7% | +56.9% | +66.8% |
| All | +83.1% | +186.8% | -103.8% | +40.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling