+409.1%
IWM vs COPX
+198.0%
+211.2%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +4.1% | -4.6% | -2.1% |
| 7D | +1.4% | +5.8% | -4.3% | -0.9% |
| 30D | -2.3% | +7.2% | -9.5% | -5.2% |
| 3M | +4.0% | +16.5% | -12.5% | -3.2% |
| 6M | +17.9% | +18.4% | -0.5% | +7.8% |
| YTD | +20.2% | +31.9% | -11.7% | +3.8% |
| 1Y | +25.0% | +88.5% | -63.5% | -7.4% |
| 3Y | +66.0% | +173.1% | -107.1% | +1.9% |
| 5Y | +40.0% | +193.1% | -153.1% | -19.3% |
| 10Y | +166.9% | +591.7% | -424.8% | -1.1% |
| All | +409.1% | +198.0% | +211.2% | +151.9% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling