+166.4%
IWM vs COPX
+583.8%
-417.4%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.1% | +0.5% | +0.4% |
| 7D | -2.4% | -2.3% | -0.1% | -1.7% |
| 30D | -4.6% | +0.3% | -4.8% | -5.0% |
| 3M | -0.3% | +6.8% | -7.1% | -3.9% |
| 6M | +14.7% | +7.9% | +6.8% | +8.6% |
| YTD | +17.8% | +23.7% | -5.9% | +4.0% |
| 1Y | +21.2% | +71.5% | -50.3% | -7.5% |
| 3Y | +62.3% | +149.1% | -86.8% | +1.6% |
| 5Y | +38.7% | +167.3% | -128.6% | -18.9% |
| All | +166.4% | +583.8% | -417.4% | -8.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling