+23.8%
IWM vs COPX
+107.3%
-83.6%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.5% | +2.2% | +0.5% |
| 7D | +1.4% | -2.8% | +4.2% | +2.4% |
| 30D | +2.3% | -14.3% | +16.6% | +7.5% |
| 3M | -8.3% | -19.0% | +10.7% | -2.2% |
| 6M | -1.3% | -24.4% | +23.1% | +6.8% |
| YTD | +13.5% | -3.2% | +16.8% | +10.0% |
| 1Y | +18.4% | +15.2% | +3.2% | +7.2% |
| 3Y | +69.6% | +127.6% | -58.0% | +12.2% |
| All | +23.8% | +107.3% | -83.6% | -18.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling