+737.5%
IVV vs COPX
+118.6%
+619.0%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.5% | +2.1% | +0.4% |
| 7D | +2.6% | -2.8% | +5.4% | +3.4% |
| 30D | -2.0% | -14.3% | +12.3% | +2.6% |
| 3M | -2.8% | -19.0% | +16.3% | +3.1% |
| 6M | +2.2% | -24.4% | +26.6% | +9.6% |
| YTD | +11.5% | -3.2% | +14.8% | +8.7% |
| 1Y | +13.5% | +15.2% | -1.7% | +4.4% |
| 3Y | +78.1% | +127.6% | -49.5% | +26.8% |
| 5Y | +73.1% | +106.0% | -32.9% | +23.9% |
| 10Y | +310.4% | +313.7% | -3.3% | +112.8% |
| All | +737.5% | +118.6% | +619.0% | +400.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling