+980.5%
IWF vs COPX
+179.8%
+800.7%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -7.0% | +6.1% | +1.3% |
| 7D | -1.7% | -2.9% | +1.2% | -0.9% |
| 30D | -1.8% | 0.0% | -1.9% | -2.1% |
| 3M | +1.5% | +14.8% | -13.3% | -3.7% |
| 6M | +7.7% | +7.0% | +0.7% | +3.6% |
| YTD | +2.7% | +23.8% | -21.1% | -6.8% |
| 1Y | +6.8% | +75.7% | -68.9% | -14.1% |
| 3Y | +76.9% | +156.4% | -79.5% | +22.0% |
| 5Y | +73.4% | +167.6% | -94.2% | +15.0% |
| 10Y | +416.4% | +569.1% | -152.7% | +134.2% |
| All | +980.5% | +179.8% | +800.7% | +511.1% |
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 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