+776.1%
IVV vs COP
+1,421.1%
-645.0%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.1% | +0.7% | -0.1% |
| 7D | +0.1% | +3.0% | -2.9% | -0.9% |
| 30D | +0.1% | +17.5% | -17.4% | -5.1% |
| 3M | +2.0% | +13.4% | -11.4% | -2.6% |
| 6M | +13.0% | +17.7% | -4.7% | +5.8% |
| YTD | +13.6% | +46.6% | -33.0% | -1.4% |
| 1Y | +20.1% | +44.6% | -24.5% | +4.2% |
| 3Y | +77.6% | +20.7% | +56.9% | +59.9% |
| 5Y | +82.5% | +185.0% | -102.6% | +16.5% |
| 10Y | +316.5% | +347.0% | -30.5% | +96.4% |
| All | +776.1% | +1,421.1% | -645.0% | +150.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling