+73.4%
IVV vs COP
+119.6%
-46.1%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.8% | -1.2% | -0.5% |
| 7D | -0.6% | -6.1% | +5.5% | +0.3% |
| 30D | -3.7% | +1.1% | -4.8% | -4.0% |
| 3M | -2.7% | +10.9% | -13.7% | -4.7% |
| 6M | +2.2% | +20.8% | -18.5% | -1.6% |
| YTD | +10.9% | +48.0% | -37.1% | +1.6% |
| 1Y | +11.3% | +58.5% | -47.2% | +0.3% |
| 3Y | +76.9% | +28.1% | +48.8% | +63.9% |
| All | +73.4% | +119.6% | -46.1% | +38.4% |
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