+25.0%
IWM vs COP
+49.7%
-24.8%
-11.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.6% | -1.0% | -0.4% |
| 7D | +1.4% | -0.8% | +2.3% | +1.3% |
| 30D | -2.3% | +15.6% | -17.9% | -1.0% |
| 3M | +4.0% | +14.3% | -10.4% | +5.5% |
| 6M | +17.9% | +17.0% | +1.0% | +18.4% |
| YTD | +20.2% | +47.4% | -27.2% | +16.4% |
| 1Y | +25.0% | +52.4% | -27.4% | +20.0% |
| All | +25.0% | +49.7% | -24.8% | +20.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling