+73.5%
IVV vs COPX
+124.9%
-51.4%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.2% | +2.8% | +0.5% |
| 7D | -0.6% | +1.6% | -2.2% | -1.0% |
| 30D | -3.7% | -15.0% | +11.4% | +0.3% |
| 3M | -2.7% | -18.6% | +15.9% | +2.0% |
| 6M | +2.2% | -14.9% | +17.2% | +5.1% |
| YTD | +10.9% | +1.8% | +9.0% | +6.8% |
| 1Y | +11.3% | +19.7% | -8.4% | +2.1% |
| 3Y | +76.9% | +140.9% | -64.0% | +26.4% |
| 5Y | +73.5% | +130.6% | -57.1% | +24.0% |
| All | +73.5% | +124.9% | -51.4% | +24.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling