+144.3%
IWM vs COP
+335.3%
-191.0%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.6% | -3.2% | -2.1% |
| 7D | +2.8% | +3.4% | -0.6% | +1.7% |
| 30D | +0.6% | -0.6% | +1.2% | +0.5% |
| 3M | -7.8% | +10.8% | -18.5% | -11.3% |
| 6M | -1.0% | +19.6% | -20.6% | -7.6% |
| YTD | +13.9% | +52.9% | -39.0% | -3.3% |
| 1Y | +15.4% | +62.2% | -46.8% | -4.1% |
| 3Y | +70.2% | +32.4% | +37.9% | +48.7% |
| 5Y | +23.7% | +129.7% | -106.1% | -14.9% |
| All | +144.3% | +335.3% | -191.0% | +29.9% |
Cumulative growth
Daily Returns
Daily percentage return beside COP.
Daily Out/Under-Performance
Portfolio return minus COP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COP 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 COP 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