+78.8%
IVV vs COPX
+171.8%
-93.0%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +4.1% | -4.7% | -1.5% |
| 7D | +0.5% | +5.8% | -5.3% | -0.7% |
| 30D | -1.0% | +7.2% | -8.2% | -2.6% |
| 3M | +3.9% | +16.5% | -12.6% | -0.1% |
| 6M | +14.5% | +18.4% | -4.0% | +8.9% |
| YTD | +12.9% | +31.9% | -19.0% | +3.5% |
| 1Y | +19.4% | +88.5% | -69.1% | -0.6% |
| 3Y | +78.8% | +173.1% | -94.3% | +30.5% |
| All | +78.8% | +171.8% | -93.0% | +30.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling