+66.9%
IYR vs COPX
+583.8%
-516.9%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.1% | +0.9% | +0.8% |
| 7D | -1.4% | -2.3% | +1.0% | -0.9% |
| 30D | -2.7% | +0.3% | -2.9% | -2.9% |
| 3M | -2.1% | +6.8% | -9.0% | -4.5% |
| 6M | +3.6% | +7.9% | -4.4% | -0.3% |
| YTD | +8.1% | +23.7% | -15.6% | -0.8% |
| 1Y | +4.7% | +71.5% | -66.8% | -12.8% |
| 3Y | +29.1% | +149.1% | -120.0% | -6.4% |
| 5Y | +6.9% | +167.3% | -160.4% | -26.3% |
| All | +66.9% | +583.8% | -516.9% | -27.9% |
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 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