+411.5%
IWM vs COPX
+186.2%
+225.2%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.6% | +0.9% | +0.5% |
| 7D | +0.1% | -4.0% | +4.1% | +1.7% |
| 30D | -1.3% | +4.5% | -5.8% | -3.2% |
| 3M | +1.6% | +0.8% | +0.8% | +0.1% |
| 6M | +13.6% | +3.2% | +10.4% | +9.6% |
| YTD | +20.8% | +26.7% | -6.0% | +6.0% |
| 1Y | +26.4% | +85.7% | -59.3% | -5.8% |
| 3Y | +60.7% | +151.2% | -90.5% | +2.2% |
| 5Y | +38.2% | +170.0% | -131.8% | -17.6% |
| 10Y | +169.5% | +572.9% | -403.4% | +1.0% |
| All | +411.5% | +186.2% | +225.2% | +157.2% |
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