+198.1%
IWD vs COPX
+583.8%
-385.7%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.1% | +1.0% | +0.9% |
| 7D | -0.8% | -2.3% | +1.6% | -0.2% |
| 30D | -0.8% | +0.3% | -1.1% | -1.2% |
| 3M | +6.9% | +6.8% | +0.1% | +3.9% |
| 6M | +18.3% | +7.9% | +10.3% | +13.1% |
| YTD | +22.4% | +23.7% | -1.4% | +10.7% |
| 1Y | +27.4% | +71.5% | -44.1% | +2.9% |
| 3Y | +71.2% | +149.1% | -77.9% | +17.2% |
| 5Y | +75.7% | +167.3% | -91.6% | +13.1% |
| All | +198.1% | +583.8% | -385.7% | +19.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling