+174.3%
IVZ vs COPX
+186.2%
-12.0%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.6% | +1.7% | +1.5% |
| 7D | +0.6% | -4.0% | +4.6% | +3.0% |
| 30D | +4.0% | +4.5% | -0.5% | +1.1% |
| 3M | +18.2% | +0.8% | +17.4% | +16.1% |
| 6M | +32.8% | +3.2% | +29.6% | +26.8% |
| YTD | +28.7% | +26.7% | +2.0% | +6.9% |
| 1Y | +55.4% | +85.7% | -30.3% | +2.1% |
| 3Y | +135.2% | +151.2% | -16.0% | +24.3% |
| 5Y | +64.2% | +170.0% | -105.8% | -19.9% |
| 10Y | +64.6% | +572.9% | -508.3% | -57.5% |
| All | +174.3% | +186.2% | -12.0% | +10.9% |
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