+38.8%
IVZ vs COPX
+124.9%
-86.1%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.2% | +3.0% | +1.4% |
| 7D | +2.2% | +1.6% | +0.5% | +1.6% |
| 30D | -2.2% | -15.0% | +12.9% | +5.6% |
| 3M | -8.4% | -18.6% | +10.2% | +0.1% |
| 6M | +6.2% | -14.9% | +21.1% | +12.3% |
| YTD | +12.4% | +1.8% | +10.5% | +5.2% |
| 1Y | +26.0% | +19.7% | +6.3% | +7.8% |
| 3Y | +147.9% | +140.9% | +7.0% | +36.4% |
| 5Y | +38.8% | +130.6% | -91.8% | -27.1% |
| All | +38.8% | +124.9% | -86.1% | -27.1% |
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 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