+808.3%
IWM vs COP
+1,381.1%
-572.8%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.1% | +1.4% | +0.7% |
| 7D | +0.1% | +3.0% | -2.9% | -1.1% |
| 30D | -1.3% | +17.5% | -18.7% | -7.3% |
| 3M | +1.6% | +13.4% | -11.7% | -3.9% |
| 6M | +13.6% | +17.7% | -4.2% | +4.8% |
| YTD | +20.8% | +46.6% | -25.8% | +1.8% |
| 1Y | +26.4% | +44.6% | -18.2% | +6.6% |
| 3Y | +60.7% | +20.7% | +40.0% | +42.2% |
| 5Y | +38.2% | +185.0% | -146.9% | -18.2% |
| 10Y | +169.5% | +347.0% | -177.5% | +15.7% |
| All | +808.3% | +1,381.1% | -572.8% | +142.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling