+312.0%
IVV vs COPX
+318.2%
-6.2%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.3% | +3.0% | +0.7% |
| 7D | +3.3% | +1.1% | +2.2% | +2.9% |
| 30D | -2.7% | -15.9% | +13.2% | +2.5% |
| 3M | -1.7% | -19.6% | +17.9% | +4.5% |
| 6M | +3.2% | -21.5% | +24.7% | +9.4% |
| YTD | +12.0% | -0.8% | +12.7% | +8.0% |
| 1Y | +12.1% | +15.2% | -3.1% | +2.7% |
| 3Y | +78.6% | +134.7% | -56.1% | +23.1% |
| 5Y | +73.8% | +111.3% | -37.5% | +20.6% |
| All | +312.0% | +318.2% | -6.2% | +94.3% |
Cumulative growth
Daily Returns
Daily percentage return beside COPX.
Daily Out/Under-Performance
Portfolio return minus COPX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COPX 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 COPX 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