+73.3%
IWD vs COPX
+193.3%
-119.9%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.9% | -1.5% | -0.8% |
| 7D | -1.2% | +6.0% | -7.1% | -2.5% |
| 30D | -1.6% | +6.4% | -8.1% | -3.1% |
| 3M | +7.0% | +19.3% | -12.3% | +2.2% |
| 6M | +17.0% | +16.2% | +0.7% | +11.5% |
| YTD | +21.6% | +33.2% | -11.5% | +11.1% |
| 1Y | +28.0% | +90.2% | -62.2% | +6.1% |
| 3Y | +70.6% | +175.7% | -105.1% | +23.6% |
| 5Y | +73.3% | +193.1% | -119.8% | +21.3% |
| All | +73.3% | +193.3% | -119.9% | +21.3% |
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