+735.8%
IVV vs COP
+1,434.7%
-698.8%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.1% | -3.3% | -4.1% |
| 7D | -4.8% | -9.7% | +5.0% | -1.8% |
| 30D | -5.9% | +4.7% | -10.6% | -7.6% |
| 3M | -4.5% | +18.5% | -23.1% | -10.2% |
| 6M | +1.8% | +11.4% | -9.6% | -2.9% |
| YTD | +8.4% | +47.9% | -39.5% | -6.7% |
| 1Y | +9.4% | +59.3% | -49.9% | -8.3% |
| 3Y | +75.3% | +23.6% | +51.7% | +56.2% |
| 5Y | +67.8% | +113.1% | -45.3% | +18.5% |
| 10Y | +314.2% | +329.1% | -14.9% | +98.7% |
| All | +735.8% | +1,434.7% | -698.8% | +137.6% |
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