+18.6%
IVV vs COPX
+87.6%
-69.0%
-8.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.9% | -1.3% | -0.6% |
| 7D | -0.4% | +6.0% | -6.3% | -1.4% |
| 30D | -1.4% | +6.4% | -7.8% | -2.5% |
| 3M | +3.7% | +19.3% | -15.6% | +0.1% |
| 6M | +13.0% | +16.2% | -3.2% | +8.8% |
| YTD | +12.4% | +33.2% | -20.7% | +4.1% |
| 1Y | +18.6% | +90.2% | -71.6% | +4.1% |
| All | +18.6% | +87.6% | -69.0% | +4.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling