+380.8%
IWM vs COPX
+118.6%
+262.2%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.5% | +2.2% | +0.7% |
| 7D | +1.4% | -2.8% | +4.2% | +2.5% |
| 30D | +2.3% | -14.3% | +16.6% | +8.4% |
| 3M | -8.3% | -19.0% | +10.7% | -1.1% |
| 6M | -1.3% | -24.4% | +23.1% | +8.0% |
| YTD | +13.5% | -3.2% | +16.8% | +10.1% |
| 1Y | +18.4% | +15.2% | +3.2% | +6.7% |
| 3Y | +69.6% | +127.6% | -58.0% | +11.0% |
| 5Y | +23.3% | +106.0% | -82.7% | -18.4% |
| 10Y | +147.0% | +313.7% | -166.7% | +11.7% |
| All | +380.8% | +118.6% | +262.2% | +167.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling