+313.6%
IVV vs COPX
+584.4%
-270.8%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -7.0% | +6.4% | +1.6% |
| 7D | -2.0% | -2.9% | +0.9% | -1.2% |
| 30D | -1.6% | 0.0% | -1.7% | -1.9% |
| 3M | +4.8% | +14.8% | -10.0% | -0.6% |
| 6M | +12.6% | +7.0% | +5.5% | +8.1% |
| YTD | +11.8% | +23.8% | -12.1% | +1.1% |
| 1Y | +17.6% | +75.7% | -58.1% | -6.0% |
| 3Y | +77.0% | +156.4% | -79.4% | +20.0% |
| 5Y | +82.6% | +167.6% | -85.0% | +18.0% |
| All | +313.6% | +584.4% | -270.8% | +71.7% |
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